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Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan

Journal:SBP Research Bulletin, 2016, Volume 12, Issue No 1

Author(s): Asif Mahmood

Keyword(s): Monetary policy, Volatility, yield curve, GARCH

Category

SOCIAL AND CULTURAL STUDIES
ENGINEERING AND TECHNOLOGY

Year

2015 or earlier
2016
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2022

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