Nuno Cassola

Books by Nuno Cassola

Total count: 7

• A two-factor model of the German term structure of interest rates

  European Central Bank2001-01-01
• Monetary policy and the stock market in the euro area

  European Central Bank2002-01-01
• Volatility of interest rates in the Euro areaevidence from high frequency data

  European Central Bank2003-01-01
• Equilibrium and inefficiency in fixed rate tenders

  European Central Bank2005-01-01
• Comovements in volatility in the euro money market

  European Central Bank2006-01-01
• Structural econometric approach to bidding in the main refinancing operations of the eurosystem

  European Central Bank2007-01-01
• Understanding Chinese Bond Yields and Their Role in Monetary Policy

  International Monetary Fund2011-01-01