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

27

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