GARCH Modeling of the Time Varying Term Premium of the Latvian Interest Rates
2003
Jeļena Zubkova, Ģirts Strautnieks

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Keywords
Expectation Theory, Interest Rate

Zubkova, J., Strautnieks, Ģ. GARCH Modeling of the Time Varying Term Premium of the Latvian Interest Rates. IT and Management Science. Vol.14, 2003, pp.193-200. ISSN 1407-7493.

Publication language
English (en)
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