Título:

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

Autores:

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

Revista:

European Journal Of Finance

Ano:

2006

Volume:

12

Páginas:

513-528

Código JEL:

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