Dynamic relationship between the Euro overnight rate the ECB's policy rate and the term spread
Nautz, D and Offermanns, J.C
Dynamic relationship between the Euro overnight rate the ECB's policy rate and the term spread 2007 - 2007 - 287 - 300 V. 12 Issue. 3
Finance & Econimics
Monetary policy implementation;Non linear cointegration;Term structure of interest rates
Dynamic relationship between the Euro overnight rate the ECB's policy rate and the term spread 2007 - 2007 - 287 - 300 V. 12 Issue. 3
Finance & Econimics
Monetary policy implementation;Non linear cointegration;Term structure of interest rates