Macro news and bond yield spreads in the euro area
Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
| Year of publication: |
2018
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 1/3, p. 114-134
|
| Subject: | newspapers news | VAR-GARCH model | volatility spillovers | yield spreads | Zinsstruktur | Yield curve | Volatilität | Volatility | Eurozone | Euro area | EU-Staaten | EU countries | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Zeitung | Newspaper | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2017.1285797 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244285