The efficiency of the GIPS sovereign debt markets during crisis
Year of publication: |
2016
|
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Authors: | Fakhry, Bachar ; Masood, Omar ; Bellalah, Mondher |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 21.2016, 1, p. 87-98
|
Subject: | efficient market hypothesis | volatility tests | GARCH | sovereign debt market | crises | Effizienzmarkthypothese | Efficient market hypothesis | Öffentliche Schulden | Public debt | Finanzkrise | Financial crisis | Internationale Staatsschulden | International sovereign debt | Öffentliche Anleihe | Public bond | Schuldenkrise | Debt crisis | Volatilität | Volatility | ARCH-Modell | ARCH model |
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