Volatility-Spillover Effects in European Bond Markets

By Charlotte Christiansen. 2007

125 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1f1dec8c869859b63db4ac1652fb4daaa27586b1

Citations in the corpus

• Does Government Ownership Affect the Cost of Debt? Evidence from Privatization (2011, unknown): “Christiansen (2007) finds that EMU and non-EMU bond markets behave differently in terms of volatility spillovers from other markets, which further motivates the inclusion of the EMU variable.”