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The ECB monetary policy strategy and the money market
Gaspar, Vítor - 2001
Persistent link: https://www.econbiz.de/10013434366
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The ECB monetary policy strategy and the money market
Gaspar, Vítor; Pérez-Quirós, Gabriel; Sicilia, Jorge - In: International journal of finance & economics : IJFE 6 (2001) 4, pp. 325-342
Persistent link: https://www.econbiz.de/10001639624
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The ECB Monetary Policy Strategy and the Money Market
Gaspar, Vitor; Perez-Quiros, Gabriel; Sicilia, Jorge - 2021
narrow corridor in place during this period was effective in limiting daily volatility of the money market overnight rates … that the announcement of monetary policy decisions does not change significantly the level or volatility of overnight rates …
Persistent link: https://www.econbiz.de/10013320280
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Monetary policy predictability in the euro area : an international comparison
Wilhelmsen, Bjørn-Roger; Zaghini, Andrea - In: Applied economics 43 (2011) 19/21, pp. 2533-2544
Persistent link: https://www.econbiz.de/10009379696
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Monetary policy predictability in the Euro area : an international comparison
Wilhelmsen, Bjørn-Roger; Zaghini, Andrea - 2005
Persistent link: https://www.econbiz.de/10003106397
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Monetary policy predictability in the euro area : an international comparison
Wilhelmsen, Bjørn-Roger (contributor);  … - 2005
13 other countries. First, by looking at the magnitude and the volatility of the changes in the money market rates we …
Persistent link: https://www.econbiz.de/10003023488
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Monetary Policy Predictability in the Euro Area : An International Comparison
Wilhelmsen, Bjorn-Roger; Zaghini, Andrea - 2021
13 other countries. First, by looking at the magnitude and the volatility of the changes in the money market rates we …
Persistent link: https://www.econbiz.de/10013318454
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VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
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Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements
Krieger, Kevin - 2014
We examine the response of U.S. (VIX) and German (VDAX) implied volatility indices to the announcement of interest rate …
Persistent link: https://www.econbiz.de/10013060845
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Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, Kevin; Mauck, Nathan; Vazquez, Joseph - In: International review of financial analysis 39 (2015), pp. 127-136
Persistent link: https://www.econbiz.de/10011573113