机译:欧元货币市场波动的联动
European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany;
Dipartimento di Scienze Economiche e Metodi Quantitativi, Universita del Piemonte Orientate, Via Perrone 18, 28100 Novara, Italy International Centre for Economic Research (ICER, Torino) and Center for Research on Pensions and Welfare Policies (CeRP, Torino), Italy;
money market interest rates; liquidity effect; realized volatility; fractional integration and cointegration; fractional vector error correction model;
机译:欧元区货币市场的波动传递来源:从更长期限到隔夜?
机译:欧元区货币市场的波动传递来源:从更长期限到隔夜?
机译:欧元区货币市场的波动性:货币政策操作框架的影响
机译:建模货币波动率以衡量汇率波动率
机译:股票市场,货币供应和住房价格的共同变动:一项实证分析。
机译:建模金融市场熵的复苏
机译:欧元货币市场波动的联动