Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility (English)
- New search for: Fernández-Rodríguez, Fernando
- New search for: Gómez-Puig, Marta
- New search for: Sosvilla-Rivero, Simón
- New search for: Fernández-Rodríguez, Fernando
- New search for: Gómez-Puig, Marta
- New search for: Sosvilla-Rivero, Simón
In:
Journal of international financial markets, institutions and money
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43
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126-145
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2016
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ISSN:
- Article (Journal) / Print
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Title:Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
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Contributors:Fernández-Rodríguez, Fernando ( author ) / Gómez-Puig, Marta ( author ) / Sosvilla-Rivero, Simón ( author )
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Published in:
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2016-01-01
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Size:20 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 332.042
- Further information on Dewey Decimal Classification
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Classification:
DDC: 332.042 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 43
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Optimal hedging in carbon emission markets using Markov regime switching modelsPhilip, Dennis / Shi, Yukun et al. | 2016
- 16
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Dividends, leverage, and family ownership in the emerging Indonesian marketMulyani, Evy / Singh, Harminder / Mishra, Sagarika et al. | 2016
- 30
-
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approachBalcilar, Mehmet / Thompson, Kirsten / Gupta, Rangan / van Eyden, Reneé et al. | 2016
- 44
-
The evolving dynamics of the Australian SPI 200 implied volatility surfaceTanha, Hassan / Dempsey, Michael et al. | 2016
- 58
-
Politicians, insiders and non-tradable share reform decisions in ChinaLiao, Jing / Malone, Chris / Young, Martin et al. | 2016
- 74
-
An unbiased computation methodology for estimating the probability of informed trading (PIN)Ersan, Oguz / Alıcı, Aslı et al. | 2016
- 95
-
Financial development, structure and growth: New data, method and resultsLuintel, Kul B. / Khan, Mosahid / Leon-Gonzalez, Roberto / Li, Guangjie et al. | 2016
- 113
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Does corporate governance affect Australian banks' performance?Salim, Ruhul / Arjomandi, Amir / Seufert, Juergen Heinz et al. | 2016
- 126
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Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatilityFernández-Rodríguez, Fernando / Gómez-Puig, Marta / Sosvilla-Rivero, Simón et al. | 2016
- 146
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The bonding hypothesis and the home market liquidity of Chinese cross-listed stocksHuang, Ying / Jacoby, Gady / Jiang, Christine X. et al. | 2016
- 158
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A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rateRyan-Collins, Josh / Werner, Richard A. / Castle, Jennifer et al. | 2016
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IFC - Editorial board| 2016