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.

Monetary Policy and the Stock Market in the Euro Area
Nuno Cassola, Claudio Morana
Journal of Policy Modeling, vol. 26, 2004, p. 387-399.