Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area
Year of publication: |
2009-05
|
---|---|
Authors: | Busch, Ulrike ; Nautz, Dieter |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Long memory and fractional integration | controllability and persistence of interest rates | new operational framework of the ECB |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2009-029 20 pages |
Classification: | C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
-
Busch, Ulrike, (2009)
-
Busch, Ulrike, (2009)
-
Busch, Ulrike, (2009)
- More ...
-
Are US Inflation Expectations Re-Anchored?
Nautz, Dieter, (2014)
-
Correlated Trades and Herd Behavior in the Stock Market
Jurkatis, Simon, (2012)
-
Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model
Becker, Sascha S., (2010)
- More ...