Interest rate movements and inflation risk in the Philippines.

Interest rate movements and inflation risk in the Philippines.

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Detalhes bibliográficos
Publicado no:Philippine Management Review 18, 1 (2011).
Autor principal: de la Cruz, Alma
Formato: Artigo
Idioma:English
Assuntos:
Inflation risk.
Multivariate BEKK-Garch.
CCAPM.