Cross-border asset holdings and comovements in sovereign bond markets
Year of publication: |
2018
|
---|---|
Authors: | Asgharian, Hossein ; Liu, Lu ; Larsson, Marcus |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 86.2018, p. 189-206
|
Subject: | Yield-curve factors | Cross-border asset holding | Spatial dependence | Euro bond markets | Sovereign credit default swap | Öffentliche Anleihe | Public bond | Kreditderivat | Credit derivative | Rentenmarkt | Bond market | Welt | World | EU-Staaten | EU countries | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
-
Managing Sovereign Credit Risk in Bond Portfolios
Bruder, Benjamin, (2012)
-
Patanè, Michele, (2019)
-
Impact of QE on European sovereign bond market
Martin, Franck, (2017)
- More ...
-
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets
Asgharian, Hossein, (2015)
-
Cross-border asset holdings and comovements in sovereign bond markets
Asgharian, Hossein, (2015)
-
Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets
Asgharian, Hossein, (2018)
- More ...