Modelling European sovereign bond yields with international portfolio effects
Year of publication: |
August 2017
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Authors: | Martin, Franck ; Zhang, Jiangxingyun |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 178-200
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Subject: | European sovereign debt crisis | Portfolio management | Term structure model of interest rates | Contagion | Flight-to-quality | Two-step econometric model | European QE programs | Zinsstruktur | Yield curve | EU-Staaten | EU countries | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Europa | Europe |
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