Co-movement and global factors in sovereign bond yields
Year of publication: |
2023
|
---|---|
Authors: | Venetis, Ioannis A. ; Ladas, Avgoustinos |
Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 10.2023, 2, p. 17-45
|
Subject: | Sovereign bonds | Yield curve | Term structure | Multilevel factor model | Global factors | Local factors | Öffentliche Anleihe | Public bond | Zinsstruktur | Faktorenanalyse | Factor analysis | Rendite | Yield | Schätzung | Estimation | Welt | World | EU-Staaten | EU countries |
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