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 ; Meirelles, Jorge Luis Faria |
Published in: |
Journal of economics, finance & administrative science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648, ZDB-ID 2538461-2. - Vol. 22.2017, 42, p. 99-128
|
Subject: | Volatility | Emerging countries | ARCH-GARCH models | Fixed income | Volatilität | Schwellenländer | Emerging economies | Zins | Interest rate | Anleihe | Bond | Zinsstruktur | Yield curve |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in spanischer Sprache |
Other identifiers: | 10.1108/JEFAS-02-2017-0033 [DOI] hdl:10419/179787 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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