Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission
Year of publication: |
2007
|
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Authors: | Colarossi, Silvio ; Zaghini, Andrea |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Zinsstruktur | Volatilität | Geldpolitik | ARCH-Modell | USA | EU-Staaten | Monetary Policy, Yield Curve, GARCH |
Series: | CFS Working Paper ; 2007/16 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 527633526 [GVK] hdl:10419/25517 [Handle] RePEc:zbw:cfswop:200716 [RePEc] |
Classification: | E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets |
Source: |
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