Volatility of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area
Year of publication: |
March 2016
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Authors: | Heryán, Tomáš ; Ziegelbauer, Jan |
Published in: |
Equilibrium : quarterly journal of economics and economic policy. - Olsztyn : Instytut Badań Gospodarczych, ISSN 2353-3293, ZDB-ID 2753615-4. - Vol. 11.2016, 1, p. 61-74
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Subject: | yield of government bonds | volatility | GIIPS countries | GARCH and TARCH models | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Eurozone | Euro area | Schuldenkrise | Debt crisis | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | Griechenland | Greece | EU-Staaten | EU countries | Öffentliche Schulden | Public debt | Schätzung | Estimation | Irland | Ireland | Spanien | Spain | Italien | Italy |
Extent: | Illustrationen |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.12775/ EQUIL.2016.003 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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