Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
<p>This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy Uncertainty (EPU) on the dynamic connectedness patterns between bond yields...
محفوظ في:
| المؤلف الرئيسي: | Noureddine benlagha (8639769) (author) |
|---|---|
| مؤلفون آخرون: | Wael Hemrit (14156910) (author) |
| منشور في: |
2022
|
| الموضوعات: | |
| الوسوم: |
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