𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Using pre-EMU money market rates to assess monetary policy in the euro area

✍ Scribed by Jesús Crespo-Cuaresma; Ernest Gnan; Doris Ritzberger-Grünwald


Book ID
116423573
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
220 KB
Volume
21
Category
Article
ISSN
0264-9993

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Volatility in the Euro area money market
✍ 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