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Money Market Operations and Volatility of UK Money Market Rates · Study

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PreprintMoney Market Operations and Volatility of UK Money Market Rates

Anne Fremault Vila2003

OA

Preprintgreen2003

Money Market Operations and Volatility of UK Money Market Rates

Anne Fremault Vila

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

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Banking stability, regulation, efficiency

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References

1990Testing for a Unit Root in a Time Series With a Changing Mean 1994Chapter 49 Arch models 1993A Permanent and Transitory Component Model of Stock Return Volatility 1996The Daily Market for Federal Funds 1999A Long-Run and Short-Run Component Model of Stock Return Volatility 2008A Cointegration Analysis of Treasury Bill Yields 2000Open mouth operations 1997The implementation of monetary policy in industrial countries: a survey

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations14

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.392363

openalex_workW1552819189

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