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 |



