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Interest Rate Transmission and Volatility Transmission along the Yield Curve

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References

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1995Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates155 cited
2011Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period

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147 cited

2000Les stratégies "Stop-loss": Théorie et application au Contrat Notionnel du Matif145 cited

2011Long-Run Causality, with an Application to International Links between Long-Term Interest Rates144 cited

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