The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Vipul Bhatt, N. Kundan Kishor, Jun Ma
| Year of publication: |
September 2017
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| Authors: | Bhatt, Vipul ; Kishor, N. Kundan ; Ma, Jun |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 82.2017, p. 206-222
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| Subject: | Dynamic factor model | Bond yields convergence | European monetary union | International finance | Eurozone | Euro area | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Anleihe | Bond | Währungsunion | Monetary union | Kapitaleinkommen | Capital income | Wirtschaftliche Konvergenz | Economic convergence | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.06.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011915566