Greek sovereign bond index, volatility, and structural breaks
Go Tamakoshi; Shigeyuki Hamori
| Year of publication: |
2014
|
|---|---|
| Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 38.2014, 4, p. 687-697
|
| Subject: | Volatility | Greek government bond | European sovereign debt crisis | Multiple structural break test | EGARCH | Volatilität | Griechenland | Greece | Öffentliche Anleihe | Public bond | Strukturbruch | Structural break | Schuldenkrise | Debt crisis | Eurozone | Euro area | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10011333815