𝔖 Bobbio Scriptorium
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Interest rates and monetary policy

✍ Scribed by Gazioglu, S.; McCausland, W. D.


Book ID
111910600
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
142 KB
Volume
41
Category
Article
ISSN
0003-6846

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## Abstract This paper explores the effects of a greater integration among major capital markets from 1984 to 2001 on the conduct of global monetary policy. The methodological design is a multivariate vector moving average GARCH model which is suitable for examining the nature of the volatility spi