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US QE and the Indian Bond Market
This paper examines the long- and short-run spillover effects of US quantitative easing (QE) on the benchmark 10-year Indian government bond (IGB) yield by Autoregressive Distributed Lag (ARDL) bounds testing co-integration approach using monthly data from September 2008 to June 2019. The results sh...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer India
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8556800/ https://www.ncbi.nlm.nih.gov/pubmed/34744335 http://dx.doi.org/10.1007/s40953-021-00257-9 |