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Cross-country differences in monetary policy execution and money market rates’ volatility

✍ Scribed by Leonardo Bartolini; Alessandro Prati

Book ID
116455267
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
517 KB
Volume
50
Category
Article
ISSN
0014-2921

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Volatility in the Euro area money market
Volatility in the Euro area money market: effects from the monetary policy operational framework
✍ Alain Durré; Stefano Nardelli 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 555 KB

## Abstract This paper deals with the evolution of the realized volatility of the overnight interest rates in the Euro area money market using intraday data. It analyses in particular the pattern of the volatility of the overnight interest rate before and after the introduction of the structural ch