Determinants of Vietnam government bond yield volatility : a GARCH approach
Year of publication: |
2020
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Authors: | Trinh Quoc Trung ; Anh Phong Nguyen ; Hoang Anh Nguyen ; Phu Thanh Ngo |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 7, p. 15-25
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Subject: | Emerging Markets | Vietnam Government Bonds | Bond Yield Volatility | Macroecomic Factors | GARCH | Volatilität | Volatility | Öffentliche Anleihe | Public bond | Vietnam | Viet Nam | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price |
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