Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s
收藏NBER2000-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w7813
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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
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美国国家经济研究局创建时间：
2000-07-01
