Euro money market interest rate dynamics and volatility : how they respond to recent changes in the operational framework
Year of publication: |
2010
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Authors: | Jardet, Caroline ; LeFol, Gaëlle |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 4, p. 316-330
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Subject: | European money market | Eonia | operational framework | liquidity effect | EU-Staaten | EU countries | Geldmarkt | Money market | Geldpolitik | Monetary policy | Liquiditätseffekt | Liquidity effect | Liquidität | Liquidity | Zinsstruktur | Yield curve | Euro | Zins | Interest rate |
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