International evidence of spillover effects of deposit rates : a multivariate garch model
Year of publication: |
2014
|
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Authors: | Hsiao, Fujen Daniel ; Hu, Yan |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 8.2014, 1, p. 31-44
|
Subject: | Deposit Rate | Multivariate GARCH | Transmission | Spillover | Mean | Volatility | Volatilität | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Einlagengeschäft | Deposit banking | Zins | Interest rate | Multivariate Analyse | Multivariate analysis |
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