Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Mehmet Balcilar, Ojonugwa Usman, Hasan Gungor, David Roubaud, Mark E. Wohar
| Year of publication: |
2021
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|---|---|
| Authors: | Balcilar, Mehmet ; Usman, Ojonugwa ; Gungor, Hasan ; Roubaud, David ; Wohar, Mark E. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 102.2021, p. 1-12
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| Subject: | Bond spread | Economic policy uncertainty | Quantile causality test | Volatility | Wirtschaftspolitik | Economic policy | Schwellenländer | Emerging economies | Risiko | Risk | Volatilität | Risikoprämie | Risk premium | Welt | World | Öffentliche Anleihe | Public bond | Anleihe | Bond | Zinsstruktur | Yield curve | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105576 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796953