## 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
✦ LIBER ✦
The Eurosystem's Operational Framework in the Context of the ECB's Monetary Policy Strategy
✍ Scribed by Michele Manna; Huw Pill; Gabriel Quirós
- Book ID
- 108563989
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 361 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1367-0271
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