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The short-term relationships among the U.S., German and Greek bond markets in times of financial crises. A Bayesian analysis of exogeneity in the VAR-SV model

Object's details: The short-term relationships among the U.S., German and Greek bond markets in times of financial crises. A Bayesian analysis of exogeneity in the VAR-SV model

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Provider:Dolnośląska Biblioteka Cyfrowa

Description

Title:
The short-term relationships among the U.S., German and Greek bond markets in times of financial crises. A Bayesian analysis of exogeneity in the VAR-SV model
Creator:
Modrzejewska, Anita;
Pajor, Anna
Description:
Argumenta Oeconomica, 2017, Nr 1 (38), s. 257-283
Object availability:
free access
Rights:
Wszystkie prawa zastrzeżone (Copyright);
Dla wszystkich w zakresie dozwolonego użytku
Date:
2017.12.31;
2017
Type:
artykuł
Language:
eng;
angielski;
English
Format:
application/pdf
Publisher:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Relation:
Argumenta Oeconomica, 2017, Nr 1 (38)
Subject:
international bond markets;
financial crisis;
exogeneity;
stochastic volatility
Identifier: DOI: 10.15611/aoe.2017.1.10
Data provider:
Dolnośląska Biblioteka Cyfrowa

Can I use it?:
seek permission
Type:
image

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