A Conditional Assessment of the Relationships between the Major World Bond Markets
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1354-7798.2005.00293.x/fullpdf
Reference28 articles.
1. Asymmetric correlations of equity portfolios
2. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
3. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
4. Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets
5. The Econometrics of Financial Markets
Cited by 40 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?;International Review of Economics & Finance;2024-04
2. Financial markets' responses to COVID-19: A comparative analysis;Heliyon;2022-09
3. Modeling the volatilities of globally listed private equity markets;Studies in Economics and Finance;2022-03-29
4. Bond Market Spillover Network During the Global Pandemic: What We Learn from Asean-4 Markets;SSRN Electronic Journal;2022
5. Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis;The North American Journal of Economics and Finance;2021-11
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3