Volatility clustering in real interest rates : theory and evidence
Year of publication: |
1998
|
---|---|
Authors: | Den Haan, Wouter J. |
Other Persons: | Spear, Scott A. (contributor) |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 41.1998, 3, p. 431-453
|
Subject: | Realzins | Real interest rate | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | USA | United States | 1959-1992 |
-
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier, (2022)
-
Forecasting the real interest rate
Fletcher, Donna Jeanne, (1996)
-
Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the US
Bierens, Herman J., (1996)
- More ...
-
Volatility clustering in real interest rates : theory and evidence
Den Haan, Wouter J., (1995)
-
Volatility clustering in real interest rates: Theory and evidence
den Haan, Wouter J., (1998)
-
Volatility clustering in real interest rates Theory and evidence
Haan, Wouter J. den, (1998)
- More ...