Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan

Asif Mahmood

Year of publication:	December, 2015
Authors:	Mahmood, Asif
Publisher:	Karachi : State Bank of Pakistan
Subject:	monetary policy \| volatility \| yield curve \| GARCH \| Zinsstruktur \| Yield curve \| Volatilität \| Volatility \| Geldpolitik \| Monetary policy \| Geldmarkt \| Money market \| Pakistan \| ARCH-Modell \| ARCH model \| Großbritannien \| United Kingdom \| Geldpolitische Transmission \| Monetary transmission

freely available

Full text |

More access options

Which error do you want to report?

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Required language not in the list? Please use comment field

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011419532