Co-movement of index linked bonds and conventional bonds in France : subprime crisis and structural break, 2003 - 2012
Year of publication: |
2013
|
---|---|
Authors: | Benlagha, Noureddine |
Published in: |
Applied econometrics and international development. - Santiago de Compostela, ISSN 1578-4487, ZDB-ID 2149891-X. - Vol. 13.2013, 1, p. 55-66
|
Subject: | Indexanleihe | Index-linked bond | Anleihe | Bond | Subprime-Krise | Subprime financial crisis | Strukturbruch | Structural break | Kointegration | Cointegration | Frankreich | France |
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