A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
Year of publication: |
2017
|
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Authors: | Rossetti, Nara ; Nagano, Marcelo Seido ; Faria Meirelles, Jorge Luis |
Published in: |
Journal of Economics, Finance and Administrative Science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648. - Vol. 22.2017, 42, p. 99-128
|
Publisher: |
Bingley : Emerald Publishing Limited |
Subject: | Volatility | Emerging countries | ARCH-GARCH models | Fixed income |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1108/JEFAS-02-2017-0033 [DOI] 1027347487 [GVK] hdl:10419/179787 [Handle] RePEc:ris:joefas:0110 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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Rossetti, Nara, (2017)
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