Título:

Comovements in Volatility in the Euro Money Market

Autores:

Nuno Cassola (European Central Bank)
Claudio Morana (U Piemonte Orientale, ICER)

Revista:

Journal of International Money and Finance

Ano:

2010

Volume:

29

Páginas:

525-539

Códigos JEL:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets