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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....
Autores principales: | Kim, Jungsuk, Kumar, Abhishek, Mallick, Sushanta, Park, Donghyun |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2021
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Materias: | |
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 |
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