Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Alexander Ludwig
| Year of publication: |
2014
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| Authors: | Ludwig, Alexander |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 10/12, p. 811-823
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| Subject: | European bond markets | cointegration | structural breaks | Solvency II | financial crisis | Kointegration | Cointegration | Strukturbruch | Structural break | Öffentliche Anleihe | Public bond | Finanzkrise | Financial crisis | Rentenmarkt | Bond market | Eurozone | Euro area | Zinsstruktur | Yield curve | EU-Staaten | EU countries | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402551