Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period (Q2686281)
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scientific article; zbMATH DE number 7657225
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| English | Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period |
scientific article; zbMATH DE number 7657225 |
Statements
Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period (English)
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24 February 2023
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Covid-19 pandemic
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Diebold and Yilmaz approach
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international sovereign bond markets
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rolling window
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shock spillovers
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0.8292392
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0.80619335
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0.79800034
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0.79009557
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