Gradualism, transparency and improved operational framework: a look at the overnight volatility transmission : [March 2007]
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2007,16
- Classification
-
Wirtschaft
- Keyword
-
monetary policy
Yield Curve
GARCH
Zinsfuß
USA
Europäische Union
Währungsunion
Federal Reserve Bank
Europäische Zentralbank
Geldpolitik
GARCH-Prozes
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main
- (who)
-
Univ.-Bibliothek Frankfurt am Main
- (when)
-
2007
- Creator
- URN
-
urn:nbn:de:hebis:30-38801
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:43 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Colarossi, Silvio
- Zaghini, Andrea
- Univ.-Bibliothek Frankfurt am Main
Time of origin
- 2007
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A coupled component GARCH model for intraday and overnight volatility
Overnight
A look at intraday frictions in the euro area overnight deposit market
A look at intraday frictions in the Euro area overnight deposit market
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Central Bank Transparency and the Volatility of Exchange Rates
Central bank transparency and the volatility of exchange rates
Overnight Stay/Übernachtung
The overnight drift