Testing the efficiency of the GIPS sovereign debt markets using an asymmetrical volatility test
by Bachar Fakhry & Christian R. Richter
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Fakhry, Bachar ; Richter, Christian |
| Published in: |
Journal of economics and political economy : JEPE. - Istanbul : KSP Library, ISSN 2148-8347, ZDB-ID 2786030-9. - Vol. 3.2016, 3, p. 524-535
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| Subject: | Efficient market hypothesis | Volatility tests | Asymmetrical effect | GJR-GARCH | Sovereign debt market | Crises | Theorie | Theory | Effizienzmarkthypothese | Öffentliche Schulden | Public debt | Volatilität | Volatility | Schätzung | Estimation | Finanzmarkt | Financial market | Internationale Staatsschulden | International sovereign debt | Öffentliche Anleihe | Public bond |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/298 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011567775