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~isPartOf:"Applied economics letters"
~isPartOf:"Cogent economics & finance"
~isPartOf:"Occasional papers / Reserve Bank of India"
~person:"Chakraborty, Suman"
~subject:"Aktienmarkt"
~subject:"Schätzung"
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Modelling asymmetric sovereign bond yield volatility with univariate GARCH models : evidence from
India
Lithin BM
;
Chakraborty, Suman
;
Iyer, Vishwanathan
;
Nikhil MN
- In:
Cogent economics & finance
11
(
2023
)
1
,
pp. 1-33
dynamics and measures the persistence of shocks to the sovereign bond yield volatility in
India
from 1 January 2016, to 18 May …
Persistent link: https://www.econbiz.de/10014500716
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