Volatility transmission along the money market yield curve
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Volume (Year): 133 (1997)
Issue (Month): 1 (March)
Pages: 56-75
| Handle: | RePEc:spr:weltar:v:133:y:1997:i:1:p:56-75 |
| DOI: | 10.1007/BF02707676 |
| Contact details of provider: | Web page: http://www.springer.com Postal: Kiellinie 66, D-24105 KielPhone: +49 431 8814-1 Fax: +49 431 8814528 Web page: https://www.ifw-kiel.de/ Email: More information through EDIRC
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| Order Information: | Web: http://www.springer.com/economics/international+economics/journal/10290/PS2 |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
- Artus, P. & Avouyi-Dovi, S. & Bleuze, E. & Lecointe, F., 1991. "Transmission of U.S. monetary policy to Europe and asymmetry in the European monetary system," European Economic Review, Elsevier, vol. 35(7), pages 1369-1384, October.
- Ben Bernanke & Frederic Mishkin, 1992.
"Central Bank Behavior and the Strategy of Monetary Policy: Observations from Six Industrialized Countries,"
NBER Chapters,in: NBER Macroeconomics Annual 1992, Volume 7, pages 183-238
National Bureau of Economic Research, Inc.
- Ben Bernanke & Frederic Mishkin, 1992. "Central Bank Behavior and the Strategy of Monetary Policy: Observations From Six Industrialized Countries," NBER Working Papers 4082, National Bureau of Economic Research, Inc.
- Goodhart, Charles, 1989. "The Conduct of Monetary Policy," Economic Journal, Royal Economic Society, vol. 99(396), pages 293-346, June. Full references (including those not matched with items on IDEAS)
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