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Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Gupta, Priyanshi
;
Sehgal, Sanjay
- In:
Journal of economic integration : jei
34
(
2019
)
4
,
pp. 667-704
Persistent link: https://www.econbiz.de/10012137329
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2
Convergence of retail banking interest rates to households in euro area : time-varying measurement and determinants
Gupta, Priyanshi
;
Sehgal, Sanjay
- In:
International economics and economic policy : IEEP
17
(
2020
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10012223890
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