Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period (Q2686281)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period |
scientific article |
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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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