Macro news and bond yield spreads in the euro area
Year of publication: |
2014
|
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Authors: | Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | News | Yield Spreads | Volatility Spillovers | VAR-GARCH model |
Series: | DIW Discussion Papers ; 1413 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 799180254 [GVK] hdl:10419/103352 [Handle] RePEc:diw:diwwpp:dp1413 [RePEc] |
Classification: | C32 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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Macro News and Bond Yield Spreads in the Euro Area
Caporale, Guglielmo Maria, (2014)
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Macro news and bond yield spreads in the Euro area
Caporale, Guglielmo Maria, (2014)
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria, (2014)
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