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

The COVID-19 pandemic has given rise to a spike in financial market volatility. In this paper, we attempt to assess the effects of financial & news-driven uncertainty shocks in growing Asian economies, using country-specific bond volatility shocks as a measure of local interest rate uncertainty....

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Detalles Bibliográficos
Autores principales: Kim, Jungsuk, Kumar, Abhishek, Mallick, Sushanta, Park, Donghyun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8558767/
https://www.ncbi.nlm.nih.gov/pubmed/34744240
http://dx.doi.org/10.1007/s10479-021-04314-7

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8558767/
https://www.ncbi.nlm.nih.gov/pubmed/34744240
http://dx.doi.org/10.1007/s10479-021-04314-7

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