Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis
Year of publication: |
2015
|
---|---|
Authors: | Yang, Lu ; Hamori, Shigeyuki |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 32.2015, C, p. 124-138
|
Publisher: |
Elsevier |
Subject: | Bond market | Wavelet coherence | Financial integration | Asset price transmission channel |
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