Volatility transmission in the European money market

North American Journal of Economics and Finance

Volumn 19, Issue 1, 2008, Pages 23-39

  Nautz, Dieter ^a   Offermanns, Christian J ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Interest rate dynamics; Operational framework of central banks; Volatility transmission

Indexed keywords

EID: 43449099412     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2007.07.005     Document Type: Article

References (22)

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