𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Volatility clustering in real interest rates: international evidence

✍ Scribed by Pierre L. Siklos; Leslaw F. Skoczylas


Book ID
114130285
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
187 KB
Volume
24
Category
Article
ISSN
0164-0704

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The persistence in international real in
✍ David E. Rapach; Mark E. Wohar πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 106 KB

## Abstract In this paper, we investigate the degree of persistence in quarterly postwar tax‐adjusted __ex post__ real interest rates for 13 industrialized countries using two recently developed econometric procedures. Our results show that international tax‐adjusted real interest rates are typical