The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K.
Year of publication: |
2007-09-01
|
---|---|
Authors: | Tuysuz, Sukriye |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Monetary policy | announcements | news | credibility | transparency | term structure of interest rates | GARCH |
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