Global dynamics of bond co-movements : insights from the response to the US bond yields using wavelet methods
Youngran Choi, Eben Josecliff Gladson, Hari Adhikari
| Year of publication: |
2024
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| Authors: | Choi, Youngran ; Gladson, Eben Josecliff ; Adhikari, Hari |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 1, Art.-No. 106000, p. 1-12
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| Subject: | Global bond yields | COVID-19 | Wavelet analysis | Spillover effects | Anleihe | Bond | Zinsstruktur | Yield curve | Coronavirus | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | USA | United States | Zustandsraummodell | State space model | Spillover-Effekt | Spillover effect | Rentenmarkt | Bond market | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015079735