Interest Rate Distributions, Yield Curve Modelling and Monetary Policy
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- Bartolini, Leonardo & Prati, Alessandro, 2006.
"Cross-country differences in monetary policy execution and money market rates' volatility,"
European Economic Review,
Elsevier, vol. 50(2), pages 349-376, February.
- Leonardo Bartolini & Alessandro Prati, 2003. "Cross-country differences in monetary policy execution and money market rates' volatility," Staff Reports 175, Federal Reserve Bank of New York.
- Kabir K. Dutta & David F. Babbel, 2002. "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers 02-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Carl Chiarella & Thuy-Duong Tô, 2006. "The Multifactor Nature of the Volatility of Futures Markets," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 163-183, May.
- Carl Chiarella & Thuy-Duong To, 2005. "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series 150, Quantitative Finance Research Centre, University of Technology, Sydney.
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