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10.1016/j.intfin.2021.101385
Elsevier B.V.
Dependence structure,Emerging and frontier markets,Quantile regression,Sovereign bonds,Financial crisis
Journal of International Financial Markets, Institutions & Money, 74 (2021) 101385. doi:10.1016/j.intfin.2021.101385
The structure and degree of dependence in government bond markets
Dimic, Nebojsa
Piljak, Vanja
Swinkels, Laurens
Vulanovic, Milos
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Journal of International Financial Markets, Institutions & Money
© 2021 The Authors. Published by Elsevier B.V.
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