Showing 1 - 10 of 65
Persistent link: https://www.econbiz.de/10012134898
Persistent link: https://www.econbiz.de/10001743378
Persistent link: https://www.econbiz.de/10001685874
Persistent link: https://www.econbiz.de/10001459302
We use realised variances and co-variances based on intraday data from Eurozone sovereign bond market to measure the dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence newsflash, on the dependence structure. More news...
Persistent link: https://www.econbiz.de/10011605674
Persistent link: https://www.econbiz.de/10011696040
Persistent link: https://www.econbiz.de/10003726495
Persistent link: https://www.econbiz.de/10003902853
Persistent link: https://www.econbiz.de/10003432593
Persistent link: https://www.econbiz.de/10008729458