A conditional assessment of the relationships between the major world bond markets

European Financial Management

Volumn 11, Issue 4, 2005, Pages 463-482

  Hunter, Delroy M ^a   Simon, David P ^b  

^a UNIVERSITY OF SOUTH FLORIDA   (United States)

^b BENTLEY COLLEGE   (United States)

Author keywords

Bond correlation; Conditional correlation; Diversification benefits; G15; International bonds

Indexed keywords

EID: 33747421837     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1354-7798.2005.00293.x     Document Type: Article

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