Testing the stabilization hypothesis in the UK short-term interest rates : evidence from a GARCH-X model
Sotiris K. Staikouras
| Year of publication: |
2006
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|---|---|
| Authors: | Staikouras, Sotiris K. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 46.2006, 2, p. 169-189
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| Subject: | Zins | Interest rate | Geldmarkt | Money market | Volatilität | Volatility | Futures | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | 1975-1999 |
| 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/10003334661