Comovements in government bond markets: A minimum spanning tree analysis
Year of publication: |
2010
|
---|---|
Authors: | Gilmore, Claire G. ; Lucey, Brian M. ; Boscia, Marian W. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 21, p. 4875-4886
|
Publisher: |
Elsevier |
Subject: | Government bonds | Comovement | Minimum spanning trees |
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