Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s
收藏NBER2000-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7813
下载链接
链接失效反馈官方服务：
资源简介：
In this paper we use high frequency interest rate data for a group of Latin American countries to analyze the behavior of volatility through time. We are particularly interested in understanding whether periods of high volatility spillover across countries. Our analysis relies both on univariate and
提供机构：
美国国家经济研究局
创建时间：
2000-07-01
