A GARCH approach to model short‐term interest rates: Evidence from Spanish economy-Reference-Cited by-同舟云学术

A GARCH approach to model short‐term interest rates: Evidence from Spanish economy

Published:2020-09 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Sánchez García Javier¹,Cruz Rambaud Salvador¹^ORCID

Affiliation:

1. Departamento de Economía y EmpresaUniversidad de Almería Almería Spain

Funder

Ministerio de Economía y Competitividad

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2234

Reference37 articles.

1. Akaike H.(1973).Information theory and an extension of the maximum likelihood principle. 2 International symposium on information theory B. Petrov y F. Csáki (Eds). pp. 267–281.

2. Interest Rates under Falling Stars

3. Multivariate GARCH models: a survey

4. Capital Market Equilibrium with Restricted Borrowing

5. Generalized autoregressive conditional heteroskedasticity

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