Interest Rate Convergence in the Euro-Candidate Countries: Volatility Dynamics of Sovereign Bond Yields
Year of publication: |
2009-04
|
---|---|
Authors: | Gabrisch, Hurbert ; Orlowski, Lucjan |
Institutions: | John F. Welch College of Business, Sacred Heart University |
Subject: | interest rate convergence | common currency area | new EU Member States | interest rate risk | GARCH |
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