Correlations across Asia-Pacific bond markets and the impact of capital flow management measures

Pacific Basin Finance Journal

Volumn 34, Issue , 2015, Pages 71-101

  Chantapacdepong, Pornpinun ^a   Shim, Ilhyock ^b  

^a Monetary Policy Group   (Thailand)

^b BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

Bond flow; Bond return; Capital flow management measure; Cross market correlation

Indexed keywords

EID: 84934287987     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2015.05.005     Document Type: Article

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