Italian term structure of interest rates and the currency devaluation of september 1992 : a factor-arch analysis

Authors
Pelizzon, Loriana Weber, Guglielmo
Citation
Loriana Pelizzon et Guglielmo Weber, Italian term structure of interest rates and the currency devaluation of september 1992 : a factor-arch analysis, Statistica, 54(3), 1994, pp. 313-327
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
54
Issue
3
Year of publication
1994
Pages
313 - 327
Database
ESSPER
SICI code
0390-590X(1994)54:3<313:ITSOIR>2.0.ZU;2-D