How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? (Q5034168)
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scientific article; zbMATH DE number 7480915
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? |
scientific article; zbMATH DE number 7480915 |
Statements
How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? (English)
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24 February 2022
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sovereign credit risk
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tail risk
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value-at-risk
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quantile regression
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vector autoregression
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impulse response function
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principal components
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