Stochastic Volatility in Interest Rates and Nonlinearity in Velocity
The Theory of Monetary Aggregation
ISBN: 978-0-44450-119-6, eISBN: 978-1-84950-849-0
Publication date: 30 June 2000
Citation
Barnett, W.A. and Xu, H. (2000), "Stochastic Volatility in Interest Rates and Nonlinearity in Velocity", Barnett, W.A. and Serletis, A. (Ed.) The Theory of Monetary Aggregation (Contributions to Economic Analysis, Vol. 245), Emerald Group Publishing Limited, Bingley, pp. 274-295. https://doi.org/10.1108/S0573-8555(2000)0000245022
Publisher
:Emerald Group Publishing Limited
Copyright © 2000, Emerald Group Publishing Limited