Euro Money Market Spreads during the 2007-? Financial Crisis
Nuno Cassola,
Claudio Morana
Journal Of Empirical Finance,
vol. 19, 2012, p. 548-557.
Comovements in Volatility in the Euro Money Market
Nuno Cassola,
Claudio Morana
Journal of International Money and Finance,
vol. 29, 2010, p. 525-539.
Modeling short-term interest rate spreads in the Euro Money Market
Nuno Cassola,
Claudio Morana
International Journal Of Central Banking,
vol. 4, 2008, p. 1-37.
Volatility of Interest Rates in the Euro Area: Evidence from High Frequency Data
Nuno Cassola,
Claudio Morana
European Journal Of Finance,
vol. 12, 2006, p. 513-528.