Título:

Modeling short-term interest rate spreads in the Euro Money Market

Autores:

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

Revista:

International Journal Of Central Banking

Ano:

2008

Volume:

4

Páginas:

1-37

Códigos JEL:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
E47 - Forecasting and Simulation
E52 - Monetary Policy (Targets, Instruments, and Effects)