The equity-like behaviour of sovereign bonds
Year of publication: |
May 2017
|
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Authors: | Dufour, Alfonso ; Stancu, Andrei ; Varotto, Simone |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 25-46
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Subject: | Government bonds | Stock-bond co-movements | Subprime crisis | Sovereign debt crisis | Credit risk | Liquidity risk | Öffentliche Anleihe | Public bond | Kreditrisiko | Finanzkrise | Financial crisis | Öffentliche Schulden | Public debt | Eurozone | Euro area | Subprime-Krise | Subprime financial crisis | Liquidität | Liquidity | Länderrisiko | Country risk | Welt | World | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Schuldenkrise | Debt crisis | Geldpolitik | Monetary policy |
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