Macroeconomic factors and conditional bond volatility: evidence from emerging and developed bond markets
Year of publication: |
2012
|
---|---|
Authors: | Nair, Karthika S. ; Thenmozhi, M. |
Published in: |
American Journal of Finance and Accounting. - Inderscience Enterprises Ltd, ISSN 1752-7767. - Vol. 2.2012, 4, p. 326-345
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | bond markets | conditional bond volatility | macroeconomics | GARCH | market efficiency | emerging markets |
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