Interactions between US and UK interest rates and news spillovers: the impact of the EMU
Year of publication: |
2009
|
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Authors: | Kuhry, Yves ; Tuysuz, Sukriye |
Published in: |
Brussels Economic Review. - Département d'Économie Appliquée (DULBEA). - Vol. 52.2009, 1, p. 79-99
|
Publisher: |
Département d'Économie Appliquée (DULBEA) |
Subject: | Interest rates | News spillovers | Multivariate GARCH | United States | United Kingdom | Euro area |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; C50 - Econometric Modeling. General ; F30 - International Finance. General |
Source: |
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Tuysuz, Sukriye, (2007)
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Interactions between US and UK interest rates and news spillovers : the impact of the EMU
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Tuysuz, Sukriye, (2007)
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