Fluctuation dynamics in US interest rates and the role of monetary policy

Finance Research Letters

Volumn 7, Issue 3, 2010, Pages 163-169

  Cajueiro, Daniel O ^a   Tabak, Benjamin M ^b  

^a UNIVERSITY OF BRASILIA   (Brazil)

^b UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

Author keywords

Generalized Hurst exponent; Long range dependence; Monetary policy; Multifractality

Indexed keywords

EID: 77955273669     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2010.03.001     Document Type: Article

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