Emerging Bond Market Volatility and Country Spreads
Year of publication: |
2013
|
---|---|
Authors: | Won, Seungyeon ; Yun, Young Sup ; Kim, Byoung Joon |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 49.2013, 1, p. 82-100
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | country spread | sovereign bonds | T-GARCH model | volatility |
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