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  • A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
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A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries

Fuente: Redalyc
Salvato in:
Dettagli Bibliografici
Autore principale: Nara Rossetti
Natura: Artículo científico
Lingua:en
Pubblicazione: Universidad ESAN 2017
Soggetti:
Multidisciplinarias (Ciencias Sociales)
ARCH
Volatility
GARCH models
Fixed income
Emerging countries
Accesso online:
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Accesso online

https://www.redalyc.org/articulo.oa?id=360752107007
https://www.redalyc.org/journal/3607/360752107007/
https://www.redalyc.org/journal/3607/360752107007/html/
https://www.redalyc.org/journal/3607/360752107007/360752107007.epub
https://www.redalyc.org/journal/3607/360752107007/movil

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