Volatility of interest rates in the euro area: Evidence from high frequency data
Year of publication: |
2006
|
---|---|
Authors: | Cassola, Nuno ; Morana, Claudio |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 6-7, p. 513-528
|
Publisher: |
Taylor & Francis Journals |
Subject: | Money market microstructure | stochastic volatility | fractional integration and cointegration |
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