Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10003413449
Persistent link: https://www.econbiz.de/10011342154
Persistent link: https://www.econbiz.de/10011347925
Persistent link: https://www.econbiz.de/10001181528
Persistent link: https://www.econbiz.de/10001190699
Persistent link: https://www.econbiz.de/10001144421
Persistent link: https://www.econbiz.de/10001084552
Persistent link: https://www.econbiz.de/10001022440
Persistent link: https://www.econbiz.de/10001142502
In order to analyse the interest rate transmission mechanism, we study daily Euro-rates term structure for the US, Germany, and the UK between 1983 and 1997. We estimate multivariate VECM-GARCH models, which take into account moste of the usual features of financial data (non-stationarity,...
Persistent link: https://www.econbiz.de/10013131874