The effect of interest rate spreads on economic activity : evidence from the United States
Year of publication: |
February 2017
|
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Authors: | Chang, Hai Yen ; Wang, Yung-Chang |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 2, p. 83-94
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Subject: | Interest rate spread | GDP | Volatility | GARCH | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | USA | United States | Volatilität | Zins | Interest rate | Schätzung | Estimation |
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