Interest rate convergence in euro-candidate countries: Volatility dynamics of sovereign bond yields

Emerging Markets Finance and Trade

Volumn 46, Issue 6, 2010, Pages 69-85

  Gabrisch, Hubert ^a   Orlowski, Lucjan T ^b  

^a HALLE INSTITUTE FOR ECONOMIC RESEARCH   (Germany)

^b SACRED HEART UNIVERSITY   (United States)

Author keywords

common currency area; GARCH; interest rate convergence; interest rate risk; new EU member states

Indexed keywords

EID: 78650949869     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X460605     Document Type: Article

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