On the transmission mechanism of Asia‐Pacific yield curve characteristics-Reference-Cited by-同舟云学术

On the transmission mechanism of Asia‐Pacific yield curve characteristics

Published:2020-08-25 Issue:1 Volume:27 Page:473-488
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J Fin Econ

Author:

Gabauer David¹^ORCID,Subramaniam Sowmya²^ORCID,Gupta Rangan³

Affiliation:

1. Institute of Applied Statistics Johannes Kepler University Linz Austria

2. Finance and Accounting Area Indian Institute of Management Lucknow Lucknow India

3. Department of Economics University of Pretoria Pretoria South Africa

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2163

Reference38 articles.

1. Antonakakis N. &Gabauer D.(2017). Refined Measures of Dynamic Connectedness based on TVP‐VAR. Technical report University Library of Munich Germany.

2. Dynamic connectedness of uncertainty across developed economies: A time-varying approach

3. Yield Spreads and Interest Rate Movements: A Bird's Eye View

4. Correlations across Asia-Pacific bond markets and the impact of capital flow management measures

5. Market integration and financial linkages among stock markets in Pacific Basin countries

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