Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan
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Other versions of this item:
- Asif Mahmood, 2016. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," Working Papers id:8359, eSocialSciences.
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KeywordsMonetary policy; volatility; yield curve; GARCH;
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-03-06 (All new papers)
- NEP-MAC-2016-03-06 (Macroeconomics)
- NEP-MON-2016-03-06 (Monetary Economics)
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