par Kuhry, Yves;Tuysuz, Sukriye
Référence Brussels economic review, 52, 1, page (79-99)
Publication Publié, 2009
Référence Brussels economic review, 52, 1, page (79-99)
Publication Publié, 2009
Article révisé par les pairs
Titre: |
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Auteur: | Kuhry, Yves; Tuysuz, Sukriye |
Informations sur la publication: | Brussels economic review, 52, 1, page (79-99) |
Statut de publication: | Publié, 2009 |
series: | Brussels Economic Review / Cahiers économiques de Bruxelles |
Sujet CREF: | Economie |
Sujet JEL: | Determination of Interest Rates; Term Structure of Interest Rates |
Financial Markets and the Macroeconomy | |
Econometric Modeling: General | |
International Finance: General | |
Mots-clés: | Interest rates |
News spillovers | |
Multivariate GARCH | |
United States | |
United Kingdom | |
Euro area | |
Langue: | Anglais |
Identificateurs: | urn:issn:1379-9932 |
RePEc:bxr:bxrceb:2013/80757 |