International Evidence of Spillover Effects of Deposit Rates: A Multivariate Garch Model
Year of publication: |
2014
|
---|---|
Authors: | Hsiao, Fujen Daniel ; Hu, Yan |
Published in: |
The International Journal of Business and Finance Research. - Vol. 8.2014, 1, p. 31-44
|
Subject: | Deposit Rate | Multivariate GARCH | Transmission | Spillover | Mean | Volatility |
-
International evidence of spillover effects of deposit rates : a multivariate garch model
Hsiao, Fujen Daniel, (2014)
-
Karimo, Tari Moses, (2022)
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
- More ...
-
International Evidence of Spillover Effects of Deposit Rates : A Multivariate GARCH Model
Hsiao, Fujen Daniel, (2014)
-
International evidence of spillover effects of deposit rates : a multivariate garch model
Hsiao, Fujen Daniel, (2014)
-
Exchange rate effects on a small open economy : evidence from Taiwanese firms
Hsiao, Fujen Daniel, (2012)
- More ...