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Monetary policy implications of comovements among long-term interest rates

โœ Scribed by Nikiforos T Laopodis


Book ID
116575144
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
376 KB
Volume
14
Category
Article
ISSN
1042-4431

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Volatility linkages among interest rates
โœ Nikiforos T. Laopodis ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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