Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market
Author:
Publisher
Elsevier BV
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference33 articles.
1. Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes;Peel;Econ Lett,2003
2. Multifractality of self-affine fractals;Barabasi;Phys Rev A,1991
3. Long-term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development;Di Matteo;J Banking Finance,2005
4. On Hurst exponent estimation under heavy-tailed distributions;Barunik;Physica A,2010
5. Time dependent Hurst exponent in financial time series;Carbone;Physica A,2004
Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. QUANTIFYING THE COVID-19 SHOCK IN CRYPTOCURRENCIES;Fractals;2024-01
2. The efficiency of the new reference rate in Türkiye;Borsa Istanbul Review;2023-12
3. Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent;Physica A: Statistical Mechanics and its Applications;2022-06
4. Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach;Research in International Business and Finance;2021-10
5. Does short-term technical trading exist in the Vietnamese stock market?;Borsa Istanbul Review;2021-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3