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We investigate the synchronization of Eurozone’s government bond yields at different maturities. For this purpose, we combine principal component analysis with random matrix theory. We find that synchronization depends upon yields maturity. Short-term yields are not synchronized. Medium- and...
Persistent link: https://www.econbiz.de/10013238302
We investigate the synchronization of Eurozone's government bond yields at different maturities. For this purpose, we combine principal component analysis with random matrix theory. We find that synchronization depends upon yields maturity. Short-term yields are not synchronized. Medium- and...
Persistent link: https://www.econbiz.de/10012497031
Persistent link: https://www.econbiz.de/10012543927
Persistent link: https://www.econbiz.de/10012197329
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