Correlation between Maltese and euro area sovereign bond yields
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- Reuben Ellul, 2017. "Correlation between Maltese and euro area sovereign bond yields," CBM Working Papers WP/03/2017, Central Bank of Malta.
References listed on IDEAS
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More about this item
Keywordscorrelation; sovereign bond yields; MGARCH-DCC; Malta;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
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