Interest Rate Convergence in Euro-Candidate Countries: Volatility Dynamics of Sovereign Bond Yields
Year of publication: |
2010
|
---|---|
Authors: | Gabrisch, Hubert ; Orlowski, Lucjan T. |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 46.2010, 6, p. 69-85
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | common currency area | GARCH | interest rate convergence | interest rate risk | new EU member states |
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