1. Time-varying pricing of risk in sovereign bond futures returns. (2022). Malinska, Barbora.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004955.

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2. International swap market contagion and volatility. (2015). Wickramanayake, Jayasinghe ; Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Sohel Azad, A. S. M., .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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3. Monetary policy implementation and the Euro area money market. (2009). Moschitz, Julius.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:19:y:2009:i:1:p:39-57.

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4. Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission. (2009). Zaghini, Andrea ; Colarossi, Silvio .
   In: International Finance.
   RePEc:bla:intfin:v:12:y:2009:i:2:p:151-170.

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5. Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission. (2009). Zaghini, Andrea ; Colarossi, Silvio .
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_710_09.

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6. Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission. (2007). Zaghini, Andrea ; Colarossi, Silvio .
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:200716.

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7. The recent behaviour of financial market volatility. (2006). Bank for International Settlements, .
   In: BIS Papers.
   RePEc:bis:bisbps:29.

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1. Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis. (2020). Hai, Tran Hoang.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0919-3.

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2. Does a bank levy increase frictions on the interbank market?. (2018). Mielus, Piotr ; Snarska, Malgorzata ; Skorulska, Karolina ; Hryckiewicz, Aneta.
   In: KAE Working Papers.
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3. The Interrelationship between Crude Oil Price Volatility and Money Market Rate Volatility in a Developing, Oil-Producing Economy. (2017). Kalu O., Emenike.
   In: Eastern European Business and Economics Journal.
   RePEc:eeb:articl:v:3:y:2017:n:1:p:28-47.

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4. Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya. (2017). Alper, C. Emre ; Yang, Fan ; Morales, Armando R.
   In: South African Journal of Economics.
   RePEc:bla:sajeco:v:85:y:2017:i:3:p:455-478.

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5. Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan. (2016). Mahmood, Asif.
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6. The Liquidity Management of the Banking Sector and the Short-Term Money Market Interest Rates. (2016). Morgunov, Vyacheslav.
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7. Monetary Policy Implementation and Volatility Transmission along the Yield Curve: The Case of Kenya. (2016). Alper, C. Emre ; Yang, Fan ; Morales, Armando R.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2016/120.

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8. Monetary policy and volatility in the sterling money market. (2016). Osborne, Matthew.
   In: Bank of England working papers.
   RePEc:boe:boeewp:0588.

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9. Interpretace variability úrokových sazeb v rámci zprostředkovatelského modelu optimální úrokové marže. (2013). Brůna, Karel ; Brna, Karel ; Korbel, Jii .
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10. Decomposing Federal Funds Rate forecast uncertainty using real-time data. (2009). Mandler, Martin.
    In: MPRA Paper.
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11. Monetary policy implementation and the federal funds rate. (2009). Nautz, Dieter ; Schmidt, Sandra.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:7:p:1274-1284.

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12. Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission. (2009). Zaghini, Andrea ; Colarossi, Silvio .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_710_09.

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13. ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis. (2009). Guidi, Francesco ; Cossetti, Filippo.
    In: Working Papers.
    RePEc:anc:wpaper:334.

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14. Volatility transmission in the European money market. (2008). Offermanns, Christian ; Nautz, Dieter.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:19:y:2008:i:1:p:23-39.

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15. The Taylor rule and interest rate uncertainty in the U.S. 1955-2006. (2007). Mandler, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:2340.

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16. Comovements in Volatility in the Euro Money Market. (2007). MORANA, CLAUDIO ; Cassola, Nuno.
    In: ICER Working Papers.
    RePEc:icr:wpicer:7-2007.

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17. Monetary policy implementation: A European Perspective. (2007). Nyborg, Kjell ; Bindseil, Ulrich.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2007_010.

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18. Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework.. (2007). Le Fol, Gaelle ; Jardet, Caroline.
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    RePEc:bfr:banfra:167.

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19. The impact of federal funds target changes on interest rate volatility. (2006). Lee, Jim.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:2:p:241-259.

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20. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006703.

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21. The recent behaviour of financial market volatility. (2006). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:29.

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22. The recent behaviour of financial market volatility. (2006). Yesin, Pinar ; Perli, Roberto ; Grande, Giuseppe ; Angelini, Paolo ; Scatigna, Michela ; Panetta, Fabio ; Levy, Aviram ; Ramaswamy, Srichander.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_2_06.

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23. Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?. (2005). Blanco, Roberto ; Alonso, Francisco.
    In: Working Papers.
    RePEc:bde:wpaper:0541.

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24. Volatility transmission across the term structure of swap markets: international evidence. (2004). Novales, Alfonso ; Abad, Pilar.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:14:p:1045-1058.

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25. Monetary Policy Implementation and Volatility in the Euro Area Money Market. (2004). Moschitz, Julius.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:95.

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26. The operational target of monetary policy and the rise and fall of reserve position doctrine. (2004). Bindseil, Ulrich.
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    RePEc:ecb:ecbwps:2004372.

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27. Money market operations and short-term interest rate volatility in the United Kingdom. (2003). wetherilt, anne.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:701-719.

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28. Money market operations and volatility of UK money market rates. (2003). wetherilt, anne.
    In: Bank of England working papers.
    RePEc:boe:boeewp:174.

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29. Volatility Transmission acros the Term Structure of Swap Markets: International Evidence. (2002). Novales, Alfonso ; Abad, Pilar.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:0220.

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30. Federal funds rate target changes and interest rate volatility. (2002). Lee, Jim.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:54:y:2002:i:2:p:159-191.

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31. Interest Rate Transmission and Volatility Transmission along the Yield Curve.. (1999). Jondeau, Eric ; Avouyi-Dovi, Sanvi.
    In: Working papers.
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