---
title: Interest Rate Volatility in Developing Countries
url: https://www.ml-quant.com/papers/repec/dug-actaec-y-2023-i-4-p-176-192/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:dug:actaec:y:2023:i:4:p:176-192
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdj.univ-danubius.ro%2Findex.php%2FAUDOE%2Farticle%2Fview%2F2374%2F2587%3Bh%3Drepec%3Adug%3Aactaec%3Ay%3A2023%3Ai%3A4%3Ap%3A176-192
featured: 2024-02-07
citations: unknown
topic: Derivatives & Volatility
---


# Interest Rate Volatility in Developing Countries

A study reveals that interest rate volatility negatively affects financial stability in African Union countries, while money growth variations stabilize the sector.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdj.univ-danubius.ro%2Findex.php%2FAUDOE%2Farticle%2Fview%2F2374%2F2587%3Bh%3Drepec%3Adug%3Aactaec%3Ay%3A2023%3Ai%3A4%3Ap%3A176-192
- Identifier: RePEc:dug:actaec:y:2023:i:4:p:176-192
- Released: 2023-02-06
- First featured: Quant Letter No. 36 (2024-02-07): https://www.ml-quant.com/issues/2024-02-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Riding Wavelets: A Method to Discover New Classes of Price Jumps](https://www.ml-quant.com/papers/arxiv/2404.16467/): A new method using wavelet coefficients to study stock price jumps reveals features of volatility and suggests that many simultaneous price jumps in different stocks are due to an internal contagion mechanism.
- [Federal Reserve Communication and the COVID-19 Pandemic](https://www.ml-quant.com/papers/doi/10-1111-manc-12520/): A study reveals that the Federal Reserve's response to the COVID-19 pandemic was more reactive, focusing on financial stability and market volatility.
- [Sectoral Volatility Contagion](https://www.ml-quant.com/papers/repec/eee-ememar-v-59-y-2024-i-c-s1566014124000050/): The study examines the structure of risk contagion across sectors, emphasizing the need for accurate identification of this structure for effective regulation.
- [Measuring the Time-varying Systemic Risks of Hedge Funds](https://www.ml-quant.com/papers/ssrn/4807133/): A study defines hedge funds' systemic risk based on a banking index's sensitivity to extreme losses, finding that larger funds, use of leverage, and uncertain market conditions indicate higher systemic risk levels.
- [Derivatives' Role in UK Pension Crisis](https://www.ml-quant.com/papers/ssrn/4587863/): The use of derivatives in UK pension schemes is questioned due to their potential to exacerbate losses in worst-case scenarios, raising systemic risk concerns.
- [Multiscale Perspective on Volatility Spillover Network in Chinese Financial Market](https://www.ml-quant.com/papers/ssrn/4583054/): The research investigates the progression of systemic risk in China's financial market using a new multiscale decomposition method, uncovering varying network characteristics in high and low volatility spillover networks.
