Greek sovereign bond index, volatility, and structural breaks
Year of publication: |
2014
|
---|---|
Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 38.2014, 4, p. 687-697
|
Publisher: |
Springer |
Subject: | Volatility | Greek government bond | European sovereign debt crisis | Multiple structural break test | EGARCH |
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