Vincent Brousseau - Central Bank Research Hub

Papers by year: All | 2013 | 2005 | 2003

Title Other author(s)

Interest rate volatility: a consol rate-based measure,

European Central Bank Working papers [View] (Paper: 1505, 06.02.2013)

A look at intraday frictions in the euro area overnight deposit market

European Central Bank Working papers [View] (Paper: 0439, 25.02.2005)

JEL: C61, D4, E52

The functional form of yield curves

European Central Bank Working papers [View] (Paper: 0148, 02.04.2003)

JEL: G10, G12, G13

Papers by year: All | 2013 | 2005 | 2003