Volatility in the Euro area money market: Effects from the monetary policy operational framework

International Journal of Finance and Economics

Volumn 13, Issue 4, 2008, Pages 307-322

  Durré, Alain ^a,b   Nardelli, Stefano ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

^b IESEG SCHOOL OF MANAGEMENT   (France)

Author keywords

Eurosystem; Operational framework; Overnight money market; Realized volatility

Indexed keywords

CURRENCY; FINANCIAL MARKET; INTEREST RATE; MONETARY POLICY;

EID: 66249097383     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.361     Document Type: Article

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