Dynamic integration and network structure of the EMU sovereign bond markets
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DOI: 10.1007/s10479-018-2831-1
Abstract: In this paper, we propose a novel concept of correlation-based stable networks to empirically investigate the dynamic integration and network structure of the European Monetary Union (EMU) sovereign bond markets. The obtained results uncover a… read more here.
Keywords: dynamic integration; emu; network; network structure ... See more keywords