The North American Journal of Economics and Finance · 2007 · 36 citations · 12 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMonetary EconomicsAsset Pricing EmpiricsImplied VolatilityMonetary Transmission MechanismStochastic VolatilityVolatility AnalysisVolatility ModelingFinancial Market VolatilityPrice Volatility TransmissionRealized VolatilityVolatilityVolatility Modelling
12
Interest rate corridors and reserves
William C. Whitesell · Journal of Monetary Economics · 2006 · 159 citations
A Comprehensive Model on the Euro Overnight Rate
Flemming Reinhardt Würtz · SSRN Electronic Journal · 2003 · 59 citations · Full text
Social Sciences, Economics, Finance +12