Volatility transmission along the money market yield curve

Weltwirtschaftliches Archiv

Volumn 133, Issue 1, 1997, Pages 56-75

  Ayuso, Juan ^a   Haldane, Andrew G ^a   Restoy, Fernando ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031478350     PISSN: 00432636     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02707676     Document Type: Article

References (16)

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