## 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
โฆ LIBER โฆ
The Microstructure Of The Euro Money Market
โ Scribed by Hartmann, Manna; Manzanares
- Book ID
- 107184186
- Year
- 2008
- Tongue
- English
- Weight
- 470 KB
- Category
- Fiction
No coin nor oath required. For personal study only.
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