Interest-rate volatility and volatility spillovers in emerging Europe
Year of publication: |
2011
|
---|---|
Authors: | Hegerty, Scott W. |
Published in: |
International review of applied economics. - Abingdon : Routledge, ISSN 0269-2171, ZDB-ID 626429-3. - Vol. 25.2011, 5, p. 599-614
|
Subject: | interest rate volatility | transition economies | contagion | GARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zins | Interest rate | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Osteuropa | Eastern Europe | Systemtransformation | Economic transition |
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