How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?
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Publication:5034168
DOI10.1080/02664763.2019.1579305OpenAlexW3126016665WikidataQ128392894 ScholiaQ128392894MaRDI QIDQ5034168
Tom Fong, Alfred Y.-T. Wong, Ceara Hui
Publication date: 24 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2019.1579305
quantile regressionvalue-at-riskprincipal componentsimpulse response functionvector autoregressiontail risksovereign credit risk
Uses Software
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