Capital market openness and volatility : an investigation of five Sub-Saharan treasury bill rates
Year of publication: |
2016
|
---|---|
Authors: | Charteris, Ailie Heather ; Strydom, Barry |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 11.2016, 3, p. 438-459
|
Subject: | GARCH | Capital mobility | Component GARCH | Short-term interest rate | Volatility risk | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitalmobilität | Zins | Interest rate | Schätzung | Estimation | Finanzmarkt | Financial market | Staatspapier | Government securities | Finanzmarktregulierung | Financial market regulation | Welt | World |
-
Pattern, source, destination of volatilities in financial market and policy lessons
Rath, Prabhas Kumar, (2023)
-
Rejeba, Aymen Ben, (2014)
-
Financialisation of commodities : empirical evidence from the Indian financial market
Shamsher, Salim, (2021)
- More ...
-
The efficiency of the South African white maize futures market
McCullough, Kerry, (2013)
-
McCullough, Kerry, (2018)
-
Charteris, A., (2011)
- More ...