Volatility transmission along the money market yield curve
By: J. Ayuso, A.G. Haldane and F. Restoy
Series: Documento de Trabajo / Banco de España, Servicio de Estudios -- no. 9403; Documento de trabajo (Banco de España. Servicio de Estudios) -- no. 9403
Publisher: Banco de España
Published: 1994
Place of publication: Madrid
Language: eng
Number of pages: 30
Subjects: Foreign exchange; Econometric models; Interest rates; Money market
Notes: Includes bibliographical references (p. 29-30).