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MONETARY POLICY AND LONG-TERM INTEREST RATES

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Book ID: 110929296
Publisher: Oxford University Press
Year: 2008
Tongue: English
Weight: 226 KB
Volume: 26
Category: Article
ISSN: 1074-3529
DOI: 10.1111/j.1465-7287.2007.00085.x

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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