Volatility clustering in real interest rates: International evidence

Journal of Macroeconomics

Volumn 24, Issue 2, 2002, Pages 193-209

  Siklos, Pierre L ^a   Skoczylas, Leslaw F ^b  

^a WILFRID LAURIER UNIVERSITY   (Canada)

^b BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036343790     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0164-0704(02)00025-3     Document Type: Article

References (25)

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