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Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields

Gabrisch, Hubert; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 69-85

Persistent link: https://www.econbiz.de/10009238982

Hedging short-term interest risk under time-varying distributions

Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783

Persistent link: https://www.econbiz.de/10001190088

The persistence in volatility of the US term premium : 1970 - 1986

Tzavalis, Elias - In: Economics letters 49 (1995) 4, pp. 381-389

Persistent link: https://www.econbiz.de/10001190457

Využití modelu BGM při řízení úrokového rizika v českém prostředí v období po finanční krizi

Cíchová Králová, Dana - In: Politická ekonomie : teorie, modelování, aplikace 63 (2015) 6, pp. 714-740

Persistent link: https://www.econbiz.de/10011386944

The extreme risk problem for monetary policies of the Euro-candidates

Gabrisch, Hubert; Orłowski, Lucjan T. - 2010

We argue that monetary policies in euro-candidate countries should also aim at mitigating excessive instability of the key target and instrument variables of monetary policy during turbulent market periods. Our empirical tests show a significant degree of leptokurtosis, thus prevalence of...

Persistent link: https://www.econbiz.de/10003969864

A dynamic approach to interest rate convergence in selected euro-candidate countries

Gabrisch, Hubert; Orłowski, Lucjan T. - 2009

Member States ; interest rate risk ; GARCH …-Länder ; Zinsrisiken ; GARCH …

Persistent link: https://www.econbiz.de/10003839554

Brexit referendum : impact on the exchange rate (Pound/INR)

Chadha, Neetu; Jain, Divya - In: International journal of business competition and … 7 (2020) 2, pp. 164-174

Persistent link: https://www.econbiz.de/10012506231

Spain and the European sovereign debt crisis

Gruppe, Mario; Lange, Carsten - In: European journal of political economy 34 (2014), pp. 3-8

Persistent link: https://www.econbiz.de/10011283963

Interest rate convergence, sovereign credit risk and the European debt crisis : a survey

Gruppe, Mario; Basse, Tobias; Friedrich, Meik; Lange, … - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 432-442

Persistent link: https://www.econbiz.de/10011782720

Is West African Monetary Zone (WAMZ) a common currency area?

Harvey, Simon K.; Cushing, Matthew Jonathan - In: Review of development finance 5 (2015) 1, pp. 53-63

Persistent link: https://www.econbiz.de/10011447228