High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Reference54 articles.
1. High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
2. What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk
3. Financial Crises: Theory and Evidence
4. Regression models with mixed sampling frequencies
5. Should Macroeconomic Forecasters Use Daily Financial Data and How?
Cited by 16 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. Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market;PLOS ONE;2024-04-17
2. Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model;International Review of Financial Analysis;2024-03
3. International comovements of public debt;Economic Inquiry;2024-01-30
4. Global economic policy uncertainty, oil shocks and volatility in some Southern African Development Community stock markets: A GARCH-MIDAS approach;Journal of Economics and International Finance;2023-11-30
5. Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method;Sustainability;2022-10-10
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