The structure and degree of dependence in government bond markets
Nebojsa Dimic, Vanja Piljak, Laurens Swinkels, Milos Vulanovic
| Year of publication: |
2021
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|---|---|
| Authors: | Dimic, Nebojsa ; Piljak, Vanja ; Swinkels, Laurens ; Vulanovic, Milos |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 74.2021, p. 1-36
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| Subject: | Dependence structure | Emerging and frontier markets | Quantile regression | Sovereign bonds | Financial crisis | Öffentliche Anleihe | Public bond | Finanzkrise | Schwellenländer | Emerging economies | Rentenmarkt | Bond market | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101385 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803170