Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission
Year of publication: |
2009-05
|
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Authors: | Colarossi, Silvio ; Zaghini, Andrea |
Institutions: | Banca d'Italia |
Subject: | monetary policy | yield curve | GARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 710 |
Classification: | E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets |
Source: |
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