How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions?
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Other versions of this item:
- Tom Fong & Ceara Hui & Alfred Y.-T. Wong, 2019. "How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 46(11), pages 2030-2055, August.
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Cited by:
- Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.
- Paul De Grauwe & Zhaoyong Zhang & Rod Tyers, 2016.
"Slower Growth and Vulnerability to Recession: Updating China's Global Impact,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 66-88, February.
- Rod Tyers, 2015. "Slower Growth and Vulnerability to Recession: Updating China’s Global Impact," Economics Discussion / Working Papers 15-22, The University of Western Australia, Department of Economics.
- Rod Tyers, 2015. "Slower growth and vulnerability to recession: updating China’s global impact," CAMA Working Papers 2015-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Keywords
Sovereign Credit Risk; Tail Risk; Value-at-Risk; Quantile Regression; Vector Autoregression; Impulse Response Function; Principal Components;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2015-06-27 (Monetary Economics)
- NEP-SEA-2015-06-27 (South East Asia)
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