مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting the comovements of spot interest rates

Title of article :

Forecasting the comovements of spot interest rates

Author/Authors :

Miguel A. Ferreira، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

766

To page :

792

Keywords :

Interest rates , Covariance models , GARCH , forecasting

Journal title :

Journal of International Money and Finance

Serial Year :

2005

Journal title :

Journal of International Money and Finance

Record number :

191472

Link To Document :