Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
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Citations
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Cited by:
- Zagaglia, Paolo, 2008.
"Money-market segmentation in the euro area : what has changed during the turmoil?,"
Research Discussion Papers
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- Zagaglia, Paolo, 2009. "Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?," Research Papers in Economics 2009:11, Stockholm University, Department of Economics.
- Filippo COSSETTI & Francesco GUIDI, 2009. "ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis," Working Papers 334, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Zagaglia, Paolo, 2008. "Money-market segmentation in the euro area: what has changed during the turmoil?," Bank of Finland Research Discussion Papers 23/2008, Bank of Finland.
- Caroline Jardet & Gaelle Le Fol, 2010.
"Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
- Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
- Caroline Jardet & Gaëlle Le Fol, 2009. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," Post-Print hal-02877978, HAL.
- Silvio Colarossi & Andrea Zaghini, 2009.
"Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission,"
International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
- Colarossi, Silvio & Zaghini, Andrea, 2007. "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series 2007/16, Center for Financial Studies (CFS).
- Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers) 710, Bank of Italy, Economic Research and International Relations Area.
- Aneta Hryckiewicz & Piotr Mielus & Karolina Skorulska & Malgorzata Snarska, 2018. "Does a bank levy increase frictions on the interbank market?," KAE Working Papers 2018-033, Warsaw School of Economics, Collegium of Economic Analysis.
- repec:zbw:bofrdp:2008_023 is not listed on IDEAS
- Benito, Francis & Leon, Angel & Nave, Juan, 2007. "Modeling the Euro overnight rate," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 756-782, December.
- Ángel León & Francis Benito & Juan Nave, 2006. "Modeling The Euro Overnight Rate," Working Papers. Serie AD 2006-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Renaud Beaupain & Alain Durr�, 2011.
"Inferring trading dynamics for an OTC market: the case of the euro area overnight money market,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.
- R. Beaupain & A. Durre, 2011. "Inferring trading dynamics for an OTC market: The case of the euro area overnight money market," Post-Print hal-00675976, HAL.
- Zagaglia, Paolo, 2010.
"Informed trading in the Euro money market for term lending,"
MPRA Paper
20415, University Library of Munich, Germany.
- Paolo Zagaglia, 2010. "Informed Trading in the Euro Money Market for Term Lending," Working Paper series 02_10, Rimini Centre for Economic Analysis.
- Asif Mahmood, 2016.
"Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 12, pages 1-18.
- Asif Mahmood, 2015. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," SBP Working Paper Series 71, State Bank of Pakistan, Research Department.
- Asif Mahmood, 2016. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," Working Papers id:8359, eSocialSciences.
- Karel Brůna & Jiří Korbel, 2013. "Interpretace variability úrokových sazeb v rámci zprostředkovatelského modelu optimální úrokové marže [An Interpretation of Interest Rates Variability in Dealer´s Model of Optimal Interest Margin]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(3), pages 299-320.
- Mahmood, Asif, 2014. "Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan," MPRA Paper 54256, University Library of Munich, Germany.
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