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Keywords: Fixed income
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Journal Articles
A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
Open Access
Journal of Economics, Finance and Administrative Science (2017) 22 (42): 99–128.
Published: 12 June 2017
...Nara Rossetti; Marcelo Seido Nagano; Jorge Luis Faria Meirelles Purpose This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December 2011...
