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The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market

Roel M. W. J. Beetsma

Publication Data

Title The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Author Roel M. W. J. Beetsma
Contributors Frank de Jong, Massimo Giuliodori, Daniel Widijanto, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Topics

European Union
Debts, Public :: European Union countries :: History :: 21st century
European Union countries :: Economic policy :: 21st century

Catalogue Data

OBNB ID GBB5D6526
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 336.34334

ISBD

P1053 39 pages
P1042 Includes bibliographical references.

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The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market by Roel M. W. J. Beetsma. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.