Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of Economics and Finance 38 (2014) 4, pp. 687-697
structural break test developed by Bai and Perron (Econometrica 66:47–78, <CitationRef CitationID="CR1">1998</CitationRef>, J …This article investigates volatility changes in the 10-year Greek sovereign bond index returns using the multiple …
