Claudio Morana - Central Bank Research Hub

Papers by year: All | 2012 | 2008 | 2006 | 2004 | 2003

Title Other author(s)

Euro money market spreads during the 2007-? financial crisis

European Central Bank Working papers [View] (Paper: 1437, 25.05.2012)

JEL: C32, E43, E58, G15

Modelling short-term interest rate spreads in the euro money market

European Central Bank Working papers [View] (Paper: 0982, 23.12.2008)

JEL: C32, E43, E50, E58, G15

Modeling Short-Term Interest Rate Spreads in the Euro Money Market

IJCB International Journal of Central Banking [View] (Paper: 08q4a1, 17.12.2008)

JEL: C32, E43, E50, E58, G15

Comovements in volatility in the euro money market (forthcoming)

European Central Bank Working papers [View] (Paper: 0703, 23.12.2006)

A structural common factor approach to core inflation estimation and forecasting

European Central Bank Working papers [View] (Paper: 0305, 13.04.2004)

JEL: C22, E31, E52

Frequency domain principal components estimation of fractionally cointegrated processes

European Central Bank Working papers [View] (Paper: 0321, 13.04.2004)

Volatility of interest rates in the euro area: evidence from high frequency data

European Central Bank Working papers [View] (Paper: 0235, 23.06.2003)

Monetary policy and the stock market in the euro area

European Central Bank Working papers [View] (Paper: 0119, 02.04.2003)

Papers by year: All | 2012 | 2008 | 2006 | 2004 | 2003