✦ LIBER ✦

Long-range dependence in interest rates and monetary policy

✍ Scribed by Daniel O. Cajueiro; Benjamin M. Tabak

Book ID: 108240912
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 276 KB
Volume: 372
Category: Article
ISSN: 0375-9601
DOI: 10.1016/j.physleta.2007.04.053

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Monetary Policy, Nominal Interest Rates,

Monetary Policy, Nominal Interest Rates, and Long–Horizon Inflation Uncertainty

✍ Stephen Wright 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 628 KB

Interest Rate Control in a Model of Mone

Interest Rate Control in a Model of Monetary Policy

✍ Spencer Dale; Andrew G. Haldane 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB

Long-range dependence and multifractalit

Long-range dependence and multifractality in the term structure of LIBOR interest rates

✍ Daniel O. Cajueiro; Benjamin M. Tabak 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 184 KB

Volatility linkages among interest rates

Volatility linkages among interest rates: implications for global monetary policy

✍ Nikiforos T. Laopodis 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 193 KB

## 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

The long-range dependence behavior of th

The long-range dependence behavior of the term structure of interest rates in Japan

✍ Benjamin M. Tabak; Daniel O. Cajueiro 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 233 KB

Real Interest Rate Parity under Regime S

Real Interest Rate Parity under Regime Shifts and Implications for Monetary Policy

✍ Jyh-Lin Wu; Stilianos Fountas 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB