Sovereign risk and its changing effects on bond duration during financial crisis
Year of publication: |
2014
|
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Authors: | Lee, Hei Wei ; Xie, Yan Alice ; Yau, Jot |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 22/24, p. 1465-1477
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Subject: | sovereign risk | bond duration | souvereign yield spreads | European and Latin American sovereign bonds | global financial crisis | Finanzkrise | Financial crisis | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Lateinamerika | Latin America | Internationaler Finanzmarkt | International financial market | Risikoprämie | Risk premium | EU-Staaten | EU countries | Welt | World | Anleihe | Bond | Kreditrisiko | Credit risk |
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