The Dynamics of Volatility Spillover in the European Sovereign Bond Market


Autoria(s): Sun, Zhuowei; Li, Youwei; Yang, Yung
Data(s)

2016

Identificador

http://pure.qub.ac.uk/portal/en/publications/the-dynamics-of-volatility-spillover-in-the-european-sovereign-bond-market(2a8684e6-df4c-4d64-81ad-c208a2f2c8b3).html

Idioma(s)

eng

Direitos

info:eu-repo/semantics/restrictedAccess

Fonte

Sun , Z , Li , Y & Yang , Y 2016 , ' The Dynamics of Volatility Spillover in the European Sovereign Bond Market ' Journal of Financial Stability .

Tipo

article