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

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