The short-term relationships among the U.S., German and Greek bond markets in times of financial crises : a Bayesian analysis of exogeneity in the VAR-SV model
Anita Modrzejewska, Anna Pajor
| Year of publication: |
2017
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|---|---|
| Authors: | Modrzejewska, Anita ; Pajor, Anna |
| Published in: |
Argumenta oeconomica. - [Wrocław] : [Wrocław University of Economics], ZDB-ID 2892843-X. - Vol. 38.2017, 1, p. 257-283
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| Subject: | international bond markets | financial crisis | exogeneity | stochastic volatility | Finanzkrise | Financial crisis | USA | United States | Deutschland | Germany | Volatilität | Volatility | Griechenland | Greece | Rentenmarkt | Bond market | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Großbritannien | United Kingdom | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15611/aoe.2017.1.10 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012284664