Analysis of bubbles and correlations in emerging bond markets
Year of publication: |
2020
|
---|---|
Authors: | Yeh, Chun-Chieh ; Chiu, Chien-Liang |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 11, p. 1335-1343
|
Subject: | Government bond | Bubbles | GSADF | Wavelet Analysis | Spekulationsblase | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Zustandsraummodell | State space model | Korrelation | Correlation | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Börsenkurs | Share price | Anleihe | Bond |
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