Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
influenced long-term government bond yields in emerging Asia. To gauge long-term interest spillover effects, the paper uses … vector autoregressive variance decompositions with high-frequency data. Our results reveal that sovereign bond yields in … emerging Asia responded significantly to changes to the United States and Eurozone bond yields, although the magnitudes were …