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Euro Money Market Interest Rates Dynamics and Volatility : How They Respond to Recent Changes in the Operational Framework
Jardet, Caroline - 2010
At the beginning of 2004, the Eurosystem implemented several modifications of its operational framework and liquidity management aiming at enhancing market efficiency. The purpose of this article is to study the effects of theses changes in the spread between the Eonia and the minimum bid rate....
Persistent link: https://www.econbiz.de/10013136867
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Euro money market interest rate dynamics and volatility : how they respond to recent changes in the operational framework
Jardet, Caroline; LeFol, Gaëlle - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 316-330
Persistent link: https://www.econbiz.de/10008811318
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Taking into account extreme events in European option pricing
Idier, Julien; Jardet, Caroline; LeFol, Gaëlle; … - In: Financial stability review : FSR 12 (2008), pp. 39-51
Persistent link: https://www.econbiz.de/10003772089
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Euro money market interest rates dynamics and volatility : how they respond to recent changes in the operational framework
Jardet, Caroline (contributor); LeFol, Gaëlle (contributor) - 2007
Persistent link: https://www.econbiz.de/10003591151
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Why did the term structure of interest rates lose its predictive power?
Jardet, Caroline - In: Economic modelling 21 (2004) 3, pp. 509-524
Persistent link: https://www.econbiz.de/10002028033
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Term structure anomalies : terms premium or peso problem?
Jardet, Caroline (contributor) - 2006
Persistent link: https://www.econbiz.de/10003350331
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Term structure anomalies : term premium or peso-problem?
Jardet, Caroline - In: Journal of international money and finance 27 (2008) 4, pp. 592-608
Persistent link: https://www.econbiz.de/10003717315
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Intra-day market activity
Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - In: Journal of financial markets 2 (1999) 3, pp. 193-226
Persistent link: https://www.econbiz.de/10001426693
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Modes de négociation et caractèristiques de marché
Gouriéroux, Christian; LeFol, Gaëlle - 1997
Persistent link: https://www.econbiz.de/10000977893
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Intra-day market activity
Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - 1996
Persistent link: https://www.econbiz.de/10000941330