Interest-rate volatility and volatility transmission in nine Latin American countries
Scott W. Hegerty
| Year of publication: |
2014
|
|---|---|
| Authors: | Hegerty, Scott W. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 13/15, p. 927-937
|
| Subject: | interest-rate volatility | Latin America | contagion | GARCH | Volatilität | Volatility | Lateinamerika | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | Zins | Interest rate |
| 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/10010410391