Benchmark Bonds Interactions under Regime Shifts

European Financial Management

Volumn 18, Issue 3, 2012, Pages 389-409

  Georgoutsos, Dimitris A ^a   Migiakis, Petros M ^b  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b BANK OF GREECE   (Greece)

Author keywords

Benchmarks; Bond markets; Financial integration; Markov switching

Indexed keywords

EID: 84862104145     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2009.00535.x     Document Type: Article

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