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Testing the stabilization hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model

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  • Staikouras, Sotiris K.

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  • Staikouras, Sotiris K., 2006. "Testing the stabilization hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 169-189, May.
    • Handle: RePEc:eee:quaeco:v:46:y:2006:i:2:p:169-189
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    1. Mojisola Olugbode & Ahmed El-Masry & John Pointon, 2014. "Exchange Rate and Interest Rate Exposure of UK Industries Using First-order Autoregressive Exponential GARCH-in-mean (EGARCH-M) Approach," Manchester School, University of Manchester, vol. 82(4), pages 409-464, July.

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