Linkages in the term structure of interest rates across sovereign bond markets
Subramaniam Sowmya, Krishna Prasanna, Saumitra Bhaduri
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Sowmya, Subramaniam ; Prasanna, Krishna ; Bhaduri, Saumitra |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 27.2016, p. 118-139
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| Subject: | Yield curve | Dynamic Nelson Siegel model | Spillover | Linkages | Variance decompositions | Financial crisis | Zinsstruktur | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Finanzkrise | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | Theorie | Theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2016.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670958