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Problems of measuring money supply in the Euro Area

✍ Scribed by Ulrike Dennig

Publisher
Springer-Verlag
Year
1998
Tongue
English
Weight
554 KB
Volume
33
Category
Article
ISSN
0020-5346

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## 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