International bond market linkages: A structural VAR analysis

Journal of International Financial Markets, Institutions and Money

Volumn 15, Issue 1, 2005, Pages 39-54

  Yang, Jian ^a  

^a PRAIRIE VIEW A AND M UNIVERSITY   (United States)

Author keywords

Directed graphs; Forecast error variance decomposition; International bond markets

Indexed keywords

EID: 5444259330     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2004.02.001     Document Type: Article

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