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Influence of ADB Bond Issues and US Bonds on Asian Government Bonds

Inoguchi, Masahiro - 2014

This article examines whether there is a correlation between the government bond markets of Asian countries and those of the USA, and whether the efforts of international organizations to improve bond markets have had any effect in East Asia. Because the sizes of the government bond markets are...

Persistent link: https://www.econbiz.de/10013060911

Business cycle synchronization of the euro area with the new and negotiating member countries

Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306

Persistent link: https://www.econbiz.de/10008702340

Volatility and the hedging effectiveness of China fuel oil futures

Chen, Wei; Ford, James L. - 2010

Persistent link: https://www.econbiz.de/10009374212

Selected techniques of detecting structural breaks in financial volatility

Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 32-43

breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm … breaks in volatility, while Cheng's technique works well only when a single break occurs. …

Persistent link: https://www.econbiz.de/10011393264