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- W1580189898 abstract "This paper analyses the short rates of emerging markets in Central and Eastern Europe. We first summarize the institutional framework of money and bond markets. In the empirical section we estimate both univariate and multivariate models. We collect the statistical behavior and discuss the volatility of the series. We then analyze the evidence for the existence of comovements with a number of alternative methods. In brief our main result is that the short rates in Prague, Warsaw and Budapest do not interact with the benchmark instantaneous rate in Germany." @default.
- W1580189898 created "2016-06-24" @default.
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- W1580189898 date "2000-01-01" @default.
- W1580189898 modified "2023-10-14" @default.
- W1580189898 title "The comovements of the short interest rates in central and east european countries" @default.
- W1580189898 doi "https://doi.org/10.18267/j.pep.82" @default.
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