par Kuhry, Yves;Tuysuz, Sukriye
Référence Brussels economic review, 52, 1, page (79-99)
Publication Publié, 2009
Article révisé par les pairs
Titre:
  • Interactions between US and UK interest rates and news spillovers:: the impact of the EMU
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