Equity Return and Short-Term interest rate volatility: Level effects and asymetric dynamics

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Autoria(s): Henry, Ólan T.; Olekalns, Nilss; Suardi, Sandy

Data(s)	01/01/2005
Identificador	http://espace.library.uq.edu.au/view/UQ:102851
Idioma(s)	eng
Publicador	Economic Society of Australia
Palavras-Chave	#Level Effects #Asymmetry #LM Tests #Davies Problem #Nonlinear Granger Causality #E1 #340213 Economic Development and Growth #729999 Economic issues not elsewhere classified
Tipo	Conference Paper