Spillover across sovereign bond markets between the US and ASEAN4 economies
Andrew Tsang, Matthew S. Yiu, Huy Toan Nguyen
| Year of publication: |
2021
|
|---|---|
| Authors: | Tsang, Andrew ; Yiu, Matthew S. ; Huy Toan Nguyen |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 76.2021, p. 1-21
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| Subject: | ASEAN4 | Multivariate-GARCH | Sovereign bond | Spillovers | Spillover-Effekt | Spillover effect | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2021.101343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275661