Re-examination of international bond market dependence : evidence from a pair copula approach
Emmanuel Joel Aikins Abakah, Emmanuel Addo, Luis A. Gil-Alana, Aviral Kumar Tiwari
| Year of publication: |
2021
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|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Addo, Emmanuel ; Gil-Alaña, Luis A. ; Tiwari, Aviral Kumar |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-35
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| Subject: | Copula | Bond markets integration | International bond markets | Tail dependence | Multivariate Verteilung | Multivariate distribution | Rentenmarkt | Bond market | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Welt | World | Marktintegration | Market integration | Anleihe | Bond | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101678 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803932