Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Alexis Stenfors, Ioannis Chatziantoniou, David Gabauer
| Year of publication: |
2022
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|---|---|
| Authors: | Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 81.2022, p. 1-21
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| Subject: | Aggregated connectedness | Conditional connectedness | Dynamic connectedness | Interest rate swaps | TVP-VAR | Yield curves | Zinsstruktur | Yield curve | EU-Staaten | EU countries | Zinsderivat | Interest rate derivative | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101658 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013533377