Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields
Hubert Gabrisch and Lucjan T. Orlowski
| Year of publication: |
2010
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|---|---|
| Authors: | Gabrisch, Hubert ; Orłowski, Lucjan T. |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 46.2010, 6, p. 69-85
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| Subject: | common currency area | GARCH | interest rate convergence | interest rate risk | new EU member states | Volatilität | Volatility | Zins | Interest rate | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | EU-Mitgliedschaft | EU membership | Öffentliche Anleihe | Public bond | Währungsunion | Monetary union | Zinsrisiko | Interest rate risk | Eurozone | Euro area | EU-Staaten | EU countries | Euro | Tschechien | Czech Republic | Konvergenzkriterien | Convergence criteria | Rumänien | Romania |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009238982