Dynamics of international integration of government securities' markets

Journal of Banking and Finance

Volumn 35, Issue 1, 2011, Pages 142-154

  Kumar, Manmohan S ^a   Okimoto, Tatsuyoshi ^b  

^a INTERNATIONAL MONETARY FUND   (United States)

^b HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

Copula; Financial integration; Smooth transition model; Time varying correlations

Indexed keywords

EID: 77957906759     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.07.019     Document Type: Article

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