Volatility-Spillover E ﬀects in European Bond Markets
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More about this item
KeywordsEuro; GARCH; Government Bonds; International Bond Markets; Volatility-Spillover;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EEC-2004-01-25 (European Economics)
- NEP-ETS-2004-01-25 (Econometric Time Series)
- NEP-IFN-2004-01-25 (International Finance)
- NEP-RMG-2004-01-25 (Risk Management)
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