The dynamic relationship between the Euro overnight rate, the ECB's policy rate and the term spread

International Journal of Finance and Economics

Volumn 12, Issue 3, 2007, Pages 287-300

  Nautz, Dieter ^a   Offermanns, Christian J ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Monetary policy implementation; Non linear cointegration; Term structure of interest rates

Indexed keywords

CENTRAL BANK; EXCHANGE RATE; FINANCIAL SYSTEM; INTEREST RATE; MONETARY POLICY;

ASIA; EURASIA; FAR EAST; JAPAN; NORTH AMERICA; UNITED STATES;

EID: 34347339600     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.313     Document Type: Article

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