A Dynamic Approach to Interest Rate Convergence in Selected Euro-candidate Countries
Year of publication: |
2009
|
---|---|
Authors: | Gabrisch, Hubert ; Orlowski, Lucjan T. |
Publisher: |
Halle (Saale) : Leibniz-Institut für Wirtschaftsforschung Halle (IWH) |
Subject: | Zinsdifferenz | Öffentliche Anleihe | Europäische Wirtschafts- und Währungsunion | Zinsrisiko | Volatilität | ARCH-Modell | EU-Staaten (Osteuropa) | interest rate convergence | common currency area | new EU Member States | interest rate risk | GARCH | Zinskonvergenz, Währungsunion | neue EU-Länder | Zinsrisiken |
Series: | IWH Discussion Papers ; 10/2009 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 600760871 [GVK] hdl:10419/29975 [Handle] RePEc:zbw:iwhdps:iwh-10-09 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; F36 - Financial Aspects of Economic Integration |
Source: |
-
A dynamic approach to interest rate convergence in selected euro-candidate countries
Gabrisch, Hubert, (2009)
-
Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields
Gabrisch, Hubert, (2010)
-
A Dynamic Approach to Interest Rate Convergence in Selected Euro-candidate Countries
Gabrisch, Hubert, (2009)
- More ...
-
The Extreme Risk Problem for Monetary Policies of the Euro-Candidates
Gabrisch, Hubert, (2010)
-
Zinskonvergenz in den Euro-Kandidatenländern: Eine dynamische Analyse
Gabrisch, Hubert, (2009)
-
A dynamic approach to interest rate convergence in selected euro-candidate countries
Gabrisch, Hubert, (2009)
- More ...