autoregressive conditional heteroskedasticity (GARCH) approach to model the dynamics of the long-term swap yield. The change in the … swap yield. This means that the Banco Central de Chile's (BCCH) monetary policy exerts an important influence on interbank … examines whether the month-over-month change in the short-term interest rate has a decisive influence on the long-term swap …

autoregressive conditional heteroskedasticity (GARCH) approach to model the dynamics of the long-term swap yield. The change in the … swap yield. This means that the Banco Central de Chile's (BCCH) monetary policy exerts an important influence on interbank … examines whether the month-over-month change in the short-term interest rate has a decisive influence on the long-term swap …