Volatility linkages among interest rates: implications for global monetary policy
Laopodis, Nikiforos T.
Volatility linkages among interest rates: implications for global monetary policy J5270 2002 - 2002 - 215-233 V. 7 Issue. 3
Finance and Economics
Volatility;Linkages;GARCH;EMS;Interest rates;
Volatility linkages among interest rates: implications for global monetary policy J5270 2002 - 2002 - 215-233 V. 7 Issue. 3
Finance and Economics
Volatility;Linkages;GARCH;EMS;Interest rates;