Similar Search Results - EconBiz

Analysis of nonlinear comovement of benchmark Thai government bond yields

Rewat Khanthaporn - 2022

Persistent link: https://www.econbiz.de/10013429426

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

Does Indian sovereign yield volatility reflect economic fundamentals, or whether it is a self-generated force flowing through markets with little connection to such fundamentals? To answer the question, this research explores the volatility dynamics and measures the persistence of shocks to the...

Persistent link: https://www.econbiz.de/10014500716

Can municipal bonds hedge US state-level climate risks?

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014521269

Asymmetric correlation of sovereign bond yield dynamics in the Eurozone

Dajcman, Silvo - In: Panoeconomicus 60 (2013) 6, pp. 775-789

Persistent link: https://www.econbiz.de/10010341632

Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries

Gevorkyan, Arkady; Semmler, Willi - In: Empirica : journal of european economics 43 (2016) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10011647706

Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil

Babalos, Vassilios; Stavroyiannis, Stavros - In: Research in international business and finance 42 (2017), pp. 1021-1029

Persistent link: https://www.econbiz.de/10011760639

Spillover effects on government bond yields in euro zone : does full financial integration exist in European government bond markets?

Balli, Faruk - In: Journal of economics and finance 33 (2009) 4, pp. 331-363

Persistent link: https://www.econbiz.de/10003933761

Essays on financial integration and risk sharing among EMU members

Balli, Faruk - 2007

Persistent link: https://www.econbiz.de/10009696669

Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields

Gabrisch, Hubert; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 69-85

Persistent link: https://www.econbiz.de/10009238982

Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis

Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011457828

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