Matches in SemOpenAlex for { <https://semopenalex.org/work/W2559072277> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W2559072277 endingPage "7" @default.
- W2559072277 startingPage "1" @default.
- W2559072277 abstract "The aim of this theoretical paper is to discuss the researches implemented in government bond and other financial markets, and to identify the most important global factors, influencing government bond market comovements. Even though, there exist various groups of factors, influencing government bond markets, this research is concentrated in the existence of global factors. If the influence of these factors is significant, investors cannot hedge from this influence by diversifying. The research in this paper is implemented by using the analysis, synthesis and systemization of the researches and other scientific literature. This research uses a novel approach by excluding and the most common global factors, influencing government bond market comovements and discussing the measures to assess the influence of these factors on the comovements. The research resulted in identification of 5 global factors, most commonly disclosed by other researchers as influencing government bond market comovements: global risk aversion, global market portfolio, money market uncertainty, commodity market uncertainty and economic policy uncertainty, with the most important factor being global risk aversion. The existence of these factors reduces the benefits from international diversification: if the markets are strongly influence by the same global factors, the deterioration of these factors will influence the investment portfolio in the same way." @default.
- W2559072277 created "2016-12-08" @default.
- W2559072277 creator A5091185296 @default.
- W2559072277 date "2016-11-25" @default.
- W2559072277 modified "2023-09-27" @default.
- W2559072277 title "GLOBAL FACTORS INFLUENCING GOVERNMENT BOND MARKET COMOVEMENTS" @default.
- W2559072277 cites W2031412503 @default.
- W2559072277 cites W2078944630 @default.
- W2559072277 cites W2085725176 @default.
- W2559072277 cites W2107340783 @default.
- W2559072277 cites W2108224789 @default.
- W2559072277 cites W2119470838 @default.
- W2559072277 cites W2128043486 @default.
- W2559072277 cites W2954825503 @default.
- W2559072277 cites W3121163753 @default.
- W2559072277 cites W3121615608 @default.
- W2559072277 cites W3122715620 @default.
- W2559072277 cites W3123522733 @default.
- W2559072277 cites W3123610639 @default.
- W2559072277 cites W3123954141 @default.
- W2559072277 cites W3124437711 @default.
- W2559072277 cites W3125324917 @default.
- W2559072277 cites W3125454327 @default.
- W2559072277 doi "https://doi.org/10.15544/ssaf.2016.01" @default.
- W2559072277 hasPublicationYear "2016" @default.
- W2559072277 type Work @default.
- W2559072277 sameAs 2559072277 @default.
- W2559072277 citedByCount "0" @default.
- W2559072277 crossrefType "journal-article" @default.
- W2559072277 hasAuthorship W2559072277A5091185296 @default.
- W2559072277 hasBestOaLocation W25590722771 @default.
- W2559072277 hasConcept C10138342 @default.
- W2559072277 hasConcept C106159729 @default.
- W2559072277 hasConcept C121087249 @default.
- W2559072277 hasConcept C138885662 @default.
- W2559072277 hasConcept C144133560 @default.
- W2559072277 hasConcept C162324750 @default.
- W2559072277 hasConcept C162853370 @default.
- W2559072277 hasConcept C180916674 @default.
- W2559072277 hasConcept C19244329 @default.
- W2559072277 hasConcept C197142791 @default.
- W2559072277 hasConcept C2778137410 @default.
- W2559072277 hasConcept C2779439359 @default.
- W2559072277 hasConcept C2780389337 @default.
- W2559072277 hasConcept C2780821815 @default.
- W2559072277 hasConcept C41895202 @default.
- W2559072277 hasConcept C556758197 @default.
- W2559072277 hasConcept C69738904 @default.
- W2559072277 hasConceptScore W2559072277C10138342 @default.
- W2559072277 hasConceptScore W2559072277C106159729 @default.
- W2559072277 hasConceptScore W2559072277C121087249 @default.
- W2559072277 hasConceptScore W2559072277C138885662 @default.
- W2559072277 hasConceptScore W2559072277C144133560 @default.
- W2559072277 hasConceptScore W2559072277C162324750 @default.
- W2559072277 hasConceptScore W2559072277C162853370 @default.
- W2559072277 hasConceptScore W2559072277C180916674 @default.
- W2559072277 hasConceptScore W2559072277C19244329 @default.
- W2559072277 hasConceptScore W2559072277C197142791 @default.
- W2559072277 hasConceptScore W2559072277C2778137410 @default.
- W2559072277 hasConceptScore W2559072277C2779439359 @default.
- W2559072277 hasConceptScore W2559072277C2780389337 @default.
- W2559072277 hasConceptScore W2559072277C2780821815 @default.
- W2559072277 hasConceptScore W2559072277C41895202 @default.
- W2559072277 hasConceptScore W2559072277C556758197 @default.
- W2559072277 hasConceptScore W2559072277C69738904 @default.
- W2559072277 hasIssue "1" @default.
- W2559072277 hasLocation W25590722771 @default.
- W2559072277 hasOpenAccess W2559072277 @default.
- W2559072277 hasPrimaryLocation W25590722771 @default.
- W2559072277 hasRelatedWork W1494471959 @default.
- W2559072277 hasRelatedWork W2027305067 @default.
- W2559072277 hasRelatedWork W2050340777 @default.
- W2559072277 hasRelatedWork W2237356253 @default.
- W2559072277 hasRelatedWork W2301597739 @default.
- W2559072277 hasRelatedWork W2792585783 @default.
- W2559072277 hasRelatedWork W3121959052 @default.
- W2559072277 hasRelatedWork W3123472489 @default.
- W2559072277 hasRelatedWork W3167540135 @default.
- W2559072277 hasRelatedWork W3182721994 @default.
- W2559072277 hasVolume "10" @default.
- W2559072277 isParatext "false" @default.
- W2559072277 isRetracted "false" @default.
- W2559072277 magId "2559072277" @default.
- W2559072277 workType "article" @default.