The effects of financial risk components on local-currency bond markets: theory and empirical evidence
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DOI: 10.1007/s43546-024-00642-5
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More about this item
Keywords
Financial risk factors; Local currency bond market; ARDL modelling;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F30 - International Economics - - International Finance - - - General
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