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Applied Economics Letters Volume 24, 2017 - Issue 11
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Articles

Stock market uncertainty and interest rate behaviour: a panel GARCH approach

Harold Glenn A. ValeraDepartment of Economics, University of Waikato, Hamilton, New ZealandCorrespondence[email protected]
,
Mark J. HolmesDepartment of Economics, University of Waikato, Hamilton, New Zealand
&
Gazi HassanDepartment of Economics, University of Waikato, Hamilton, New Zealand
Pages 732-735 | Published online: 25 Aug 2016

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