The persistence in volatility of the US term premium 1970--1986 (Q1352231)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The persistence in volatility of the US term premium 1970--1986 |
scientific article; zbMATH DE number 984674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The persistence in volatility of the US term premium 1970--1986 |
scientific article; zbMATH DE number 984674 |
Statements
The persistence in volatility of the US term premium 1970--1986 (English)
0 references
27 February 1997
0 references
Term structure
0 references
Conditional heteroscedasticity
0 references
Volatility
0 references
GARCH
0 references
US monetary policy
0 references
