Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity-Reference-Cited by-同舟云学术

Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity

Published:2020-10-19 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Gubareva Mariya¹,Keddad Benjamin²

Affiliation:

1. ISCAL—Lisbon Accounting and Business School, Instituto Politécnico de Lisboa; SOCIUS—Research Centre in Economic and Organizational Sociology, CSG—Research in Social Sciences and Management Lisbon Portugal

2. PSB—Paris School of Business Paris France

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2190

Reference24 articles.

1. Channels of US monetary policy spillovers to international bond markets

2. Robust Bond Risk Premia

3. Modelling volatility of cryptocurrencies using Markov-Switching GARCH models

4. Understanding momentum in commodity markets

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