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Interest Rate Transmission and Volatility Transmission along the Yield Curve · Study

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PreprintInterest Rate Transmission and Volatility Transmission along the Yield Curve

Sanvi Avouyi‐Dovi2011

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Preprintgreen2011

Interest Rate Transmission and Volatility Transmission along the Yield Curve

Sanvi Avouyi‐Dovi · Éric Jondeau

146 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 1993Impulse Control Method and Exchange Rate 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence 2005European Integration and the Demand for Broad Money 1999Partial compatibility with network externalities and double purchase 2011Competition Among Financial Intermediaries and the Risk of Contagious Failures 1999La modélisation Var "structurel" : application à la politique monétaire en France 2011On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note

Cited by

2010Does Correlation between Stock Returns Really Increase During Turbulent Period?2010Leading Indicators of Currency Crises in Emerging Economies 2010Estimation of a Time Varying NAIRU for France 2002Optimal capacity in the banking sector and economic growth 2002Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)2011

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Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations146

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.1734648

openalex_workW1515482327

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