Title:

Volatility of Interest Rates in the Euro Area: Evidence from High Frequency Data

Authors:

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

Journal:

European Journal Of Finance

Year:

2006

Volume:

12

Pages:

513-528

JEL code:

E43 - Determination of Interest Rates; Term Structure of Interest Rates