Colarossi, Silvio (contributor); Zaghini, Andrea (contributor) - 2007
, communication strategy and operational framework
of a Central bank. Through a GARCH specification we show that the USA and Euro …, both in the US and the Euro area, over an
extended time span. Next, we check whether this volatility transmission is …
transmission has occurred close to specific policy changes, both in the US and the Euro area.
Specifically, in the former the …