Asymmetric correlation of sovereign bond yield dynamics in the Eurozone
This paper examines the symmetry of correlation of sovereign bond yield dynamics between eight Eurozone countries (Austria, Belgium, France, Germany, Ireland, Italy, Portugal, and Spain) in the period from January 3, 2000 to August 31, 2011. Asymmetry of correlation is investigated pair-wis...
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| Format: | Article |
| Language: | English |
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Economists' Association of Vojvodina
2013-01-01
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| Series: | Panoeconomicus |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2013/1452-595X1306775D.pdf |