Comovements in volatility in the euro money market
By: by Nuno Cassola and Claudio Morana
Contributors: Morana, C. (Claudio); European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 703; Working paper series (European Central Bank) -- working paper no. 703
Publisher: European Central Bank
Published: 2006
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "December 2006"