An empirical investigation of the level effect in Australian interest rates
Philip Gray; Daniel R. Smith
| Year of publication: |
2008
|
|---|---|
| Authors: | Gray, Philip K. ; Smith, Daniel R. |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 33.2008/09, 1, p. 31-45
|
| Subject: | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Australien | Australia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003740469