Dynamic correlations in bond markets between US and emerging countries
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1817303
Abstract: ABSTRACT We adopt the wavelet method to provide better measures of the dynamic correlations between the US and major emerging government bond yields, revealing the structural changes from a three-dimensional analysis. The study concludes two… read more here.
Keywords: government bonds; bond; bond markets; government bond ... See more keywords
The Instability of the Market for Government Bonds in the EMU
Sign Up to like & getrecommendations! Published in 2023 at "German Economic Review"
DOI: 10.1515/ger-2022-0082
Abstract: Abstract The introduction of the Transmission Protection Instrument is the latest evidence, that the EMU is confronted with unstable markets for government bonds. Based on a parsimonious model of the government bond market, I argue,… read more here.
Keywords: government; market government; instability market; government bonds ... See more keywords