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- W2888565815 abstract "We investigate the extent of financial integration in both short and long term government debt markets of five South Asian economies from January 2004 to May 2016. We employ copula functions and find weak dependencies in their short and long term debt markets. We supplement our analysis using Diebold and Yilmaz spillover index and find low level of return spillover across both short and long term debt markets, thereby reconfirming low level of financial integration in the debt markets of the region. Linkages between short and long term debt markets are also weak suggesting underdeveloped nature of these markets." @default.
- W2888565815 created "2018-08-31" @default.
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- W2888565815 date "2018-01-01" @default.
- W2888565815 modified "2023-10-17" @default.
- W2888565815 title "Dynamics of Short and Long Term Debt Market Integration in the South Asian Economies" @default.
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- W2888565815 doi "https://doi.org/10.4236/tel.2018.811157" @default.
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