MAVRIS, Florin; OANEA, Dumitru-Cristian - In: Theoretical and Applied Economics 6(595)(supplement) (2014) 6(595)(supplement), pp. 246-257
The dynamic of interest rates has been the subject of attention by both traders and researchers. We see in what manner different factors that depend on the actions of central banks that influence them by using a GARCH type model and we compare its performance with other models to see what...