Real interest rate volatility in the Pakistani economy: A regime switching approach
Author(s) -
Fahad Javed Malik,
Mohammed Nishat
Publication year - 2017
Publication title -
business review
Language(s) - English
Resource type - Journals
eISSN - 2788-9599
pISSN - 1990-6587
DOI - 10.54784/1990-6587.1041
Subject(s) - volatility (finance) , interest rate , economics , rendleman–bartter model , random walk , econometrics , stochastic volatility , real interest rate , markov chain , monetary economics , financial economics , mathematics , statistics
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