Modelling the term structure of interest rates in a small emerging market economy

Jose R. Sanchez-Fung

doi:10.1080/17520840701834958

Modelling the term structure of interest rates in a small emerging market economy

Jose R. Sanchez-Fung

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	93-103
Journal	Macroeconomics and Finance in Emerging Market Economies
Volume	1
Issue number	1
DOIs	https://doi.org/10.1080/17520840701834958
Publication status	Published - Mar 2008
Externally published	Yes

Keywords

term structure of interest rates
monetary policy
financial crisis
GARCH modelling
forecasting
Dominican Republic
Economics and econometrics

Access to Document

10.1080/17520840701834958

http://dx.doi.org/10.1080/17520840701834958

Cite this

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title = "Modelling the term structure of interest rates in a small emerging market economy",

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author = "Sanchez-Fung, \{Jose R.\}",

year = "2008",

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language = "English",

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journal = "Macroeconomics and Finance in Emerging Market Economies",

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KW - forecasting

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KW - Economics and econometrics

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JO - Macroeconomics and Finance in Emerging Market Economies

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