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The Money Market Daily Session :: an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy

par Sol Murta, Fatima
Référence Brussels economic review, 50, 3, page (285-314)
Publication Publié, 2007

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Titre:	The Money Market Daily Session :: an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy
Auteur:	Sol Murta, Fatima
Informations sur la publication:	Brussels economic review, 50, 3, page (285-314)
Statut de publication:	Publié, 2007
series:	Brussels Economic Review / Cahiers économiques de Bruxelles
Sujet CREF:	Economie
Sujet JEL:	Determination of Interest Rates; Term Structure of Interest Rates
	Central Banks and Their Policies
	Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Mots-clés:	Money market
	Market Microstructure
	Interest rate volatility
	ACD models
	UHF-GARCH models
Langue:	Anglais
Identificateurs:	urn:issn:1379-9932
	RePEc:bxr:bxrceb:2013/80335