Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Zaghum Umar, Youssef Manel, Yasir Riaz, Mariya Gubareva
| Year of publication: |
2021
|
|---|---|
| Authors: | Umar, Zaghum ; Manel, Youssef ; Riaz, Yasir ; Gubareva, Mariya |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-15
|
| Subject: | Covid-19 | Dynamic connectedness | Emerging market bonds | Media sentiment | TVP-VAR | US bonds | Schwellenländer | Emerging economies | Coronavirus | Volatilität | Volatility | Welt | World | Rentenmarkt | Bond market | Anleihe | Bond | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101563 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258118