Financial uncertainty and interest rate movements: is Asian bond market volatility different?

DOI10.1007/s10479-021-04314-7zbMath1537.91301MaRDI QIDQ6547076

Donghyun Park, Sushanta K. Mallick, Jungsuk Kim, Abhishek Kumar

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

uncertaintypenalty functionSVARdemand shocksupply shockbond market volatilityemerging Asia

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

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