Rossetti, Nara; Nagano, Marcelo Seido; Faria Meirelles, … - In: Journal of Economics, Finance and Administrative Science 22 (2017) 42, pp. 99-128
Purpose – This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December 2011 by examining the interbank interest rates from each market....
