Forecasting the comovements of spot interest rates

Journal of International Money and Finance

Volumn 24, Issue 5, 2005, Pages 766-792

  Ferreira, Miguel A ^a  

^a UNIVERSITY INSTITUTE OF LISBON   (Portugal)

Author keywords

Covariance models; Forecasting; GARCH; Interest rates

Indexed keywords

EID: 21044443155     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.04.004     Document Type: Article

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