| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9728078 | Physica A: Statistical Mechanics and its Applications | 2005 | 5 Pages |
Abstract
After two types of inflation uncertainty are derived within a time-varying parameter model with GARCH specification, the relationship between inflation uncertainty and interest rates for safe assets is investigated. The results support the existence of a “flight to quality” effect.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Bulent Guler, Umit Ozlale,