28
(b) Daily change in interest rates
30-day interest rate
60-day interest rate
D3
D4
D5
D6
S6
sum
D1
D2
0 200 400 600 800 1000 1200
0 200 400 600 800 1000 1200
90-day interest rate 180-day interest rate
D4
sum
D1
IM......⅛∣'∣∣m⅝4⅜⅜⅜
∙**⅜-
D5
D2
D3
D4
D5
D6
D6
S6
0 200 400 600 800 1000 1200
0 200 400 600 800 1000 1200
Note: The wavelet function used in all cases is a symmmlet, s8. The number is related to the width and
smoothness of the wavelet function. (See Bruce and Gao, 1996).
More intriguing information
1. The name is absent2. Why unwinding preferences is not the same as liberalisation: the case of sugar
3. The name is absent
4. Opciones de política económica en el Perú 2011-2015
5. The name is absent
6. Globalization, Redistribution, and the Composition of Public Education Expenditures
7. How does an infant acquire the ability of joint attention?: A Constructive Approach
8. A Dynamic Model of Conflict and Cooperation
9. The name is absent
10. The Impact of Optimal Tariffs and Taxes on Agglomeration