Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Year of publication: |
April 2015
|
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Authors: | Yang, Lu ; Hamori, Shigeyuki |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 32.2015, p. 124-138
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Subject: | Bond market | Wavelet coherence | Financial integration | Asset price transmission channel | Deutschland | Germany | Rentenmarkt | Internationaler Finanzmarkt | International financial market | Zustandsraummodell | State space model | Finanzmarkt | Financial market | Marktintegration | Market integration |
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