International linkages and macroeconomic news effects on interest rate volatility - Australia and the US

Authors: Kim S.-J.¹; Sheen J.

Source: Pacific-Basin Finance Journal, Volume 8, Number 1, March 2000 , pp. 85-113(29)

Publisher: Elsevier

Key:

- Free Content

- New Content

- Subscribed Content

- Free Trial Content

Keywords: Announcement news; Interest rate volatility; Bivariate EGARCH; Financial market linkage; [JEL classification codes] E44; [JEL classification codes] G14; [JEL classification codes] G15

Language: English

Document Type: Research article

DOI: 10.1016/S0927-538X(99)00027-X

Affiliations: 1: aSchool of Banking and Finance, The University of New South Wales, Sydney, Australia

This article is hosted on another website.

You may be required to register, activate a subscription or purchase the article before you can obtain the full text.

Key:

- Free Content

- New Content

- Subscribed Content

- Free Trial Content

Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages.

Tools

Need to register?
Sign up here

Text size: A | A | A | A