The comovement of US and German bond markets

International Review of Financial Analysis

Volumn 16, Issue 2, 2007, Pages 172-182

  Engsted, Tom ^a   Tanggaard, Carsten ^a  

^a AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

Bootstrap simulation; International bond markets; Return variance decomposition; Small sample bias; VAR model

Indexed keywords

EID: 33847233221     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.03.002     Document Type: Article

References (13)

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