Interest-rate volatility and volatility spillovers in emerging Europe
Author:
Affiliation:
1. Department of Economics and Finance, Canisius College Buffalo USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/02692171.2011.557049
Reference22 articles.
1. Árvai Z. Capital account liberalization, capital flow patterns, and policy responses in the EU’s new member states IMF Working Paper 2005 05/213
2. Generalized autoregressive conditional heteroskedasticity
3. Interest rate convergence in the Baltic countries of Latvia, Lithuania and Estonia
4. Interest Rate Volatility, Contagion and Convergence: An Empirical Investigation of the Cases of Argentina, Chile and Mexico
5. Interest-Rate Volatility in Emerging Markets
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