Who is the center of local currency Asian government bond markets?
Junji Shimada, Yoshihiko Tsukuda, Tatsuyoshi Miyakoshi
| Year of publication: |
2021
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|---|---|
| Authors: | Shimada, Junji ; Tsukuda, Yoshihiko ; Miyakoshi, Tatsuyoshi |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 59.2021, p. 1-16
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| Subject: | Local currency | Government bond | Asian center markets | DCC-GARCH | Volatility spillovers | Öffentliche Anleihe | Public bond | Asien | Asia | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rentenmarkt | Bond market | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.japwor.2021.101075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013093409