Cassola, Nuno (contributor); Morana, Claudio (contributor) - 2006
This paper assesses the sources of volatility persistence in Euro Area money market interest rates and the existence of …
ISSN 1561081-0
9 771561 081005
WORKING PAPER SERIES
NO 703 / DECEMBER 2006
COMOVEMENTS IN
VOLATILITY IN THE
EURO … Methods, Via Perrone 18, 28100, Novara, Italy; e-mail: morana@eco.unipmn.it
COMOVEMENTS IN
VOLATILITY IN THE
EURO MONEY …