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

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

Bibliographic Details
Main Authors: Nara, Rossetti, Marcelo Seido, Nagano, Jorge Luis Faria, Meirelles
Format: text
Language:eng
Published: Emerald 2017
Subjects:
Volatility,Emerging countries,ARCH-GARCH models,Fixed income

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