Who is the center of local currency Asian government bond markets?
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DOI: 10.1016/j.japwor.2021.101075
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More about this item
Keywords
Local currency; Government bond; Asian center markets; DCC-GARCH; Volatility spillovers;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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