Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
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DOI: 10.1007/s12197-021-09554-8
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More about this item
Keywords
Sovereign Bonds; G7 Countries; Economic Policy Uncertainty; Connectedness;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
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