A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
Purpose - This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December 2011 by examining the interbank interest rates from each market. Design/method...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2017-06-01
|
| Series: | Journal of Economics Finance and Administrative Science |
| Subjects: | |
| Online Access: | https://www.emeraldinsight.com/doi/pdfplus/10.1108/JEFAS-02-2017-0033 |