Matches in SemOpenAlex for { <https://semopenalex.org/work/W2895712252> ?p ?o ?g. }
- W2895712252 endingPage "2062" @default.
- W2895712252 startingPage "2039" @default.
- W2895712252 abstract "Abstract Although there are numerous studies that have looked at the spillover effects in equity markets, little attention has been paid to explore the integration of bond markets of developed and emerging economies. Our paper is an attempt to fill this void by quantifying the spillovers from developed countries on the bond markets of 25 emerging economies. We apply volatility and return spillover models to quantify the extent of the spillovers from developed markets (i.e. the United States, UK and Japan) into emerging bond markets. We find that the extent of the return spillovers and volatility spillovers has not been symmetric across emerging markets. We explain these differences using bilateral factors such as trade volume, portfolio investment, cultural and geographical factors. The bilateral trade volume turns out to be the leading explanation for the extent of spillovers between our set of countries." @default.
- W2895712252 created "2018-10-12" @default.
- W2895712252 creator A5017419535 @default.
- W2895712252 creator A5041405935 @default.
- W2895712252 creator A5084294423 @default.
- W2895712252 date "2018-10-05" @default.
- W2895712252 modified "2023-09-27" @default.
- W2895712252 title "Bond market integration of emerging economies and bilateral linkages" @default.
- W2895712252 cites W1574342640 @default.
- W2895712252 cites W1622115413 @default.
- W2895712252 cites W1965032264 @default.
- W2895712252 cites W1969976065 @default.
- W2895712252 cites W1974522596 @default.
- W2895712252 cites W1975226499 @default.
- W2895712252 cites W1994254749 @default.
- W2895712252 cites W2005966154 @default.
- W2895712252 cites W2018566107 @default.
- W2895712252 cites W2018932697 @default.
- W2895712252 cites W2019903543 @default.
- W2895712252 cites W2025825123 @default.
- W2895712252 cites W2028004112 @default.
- W2895712252 cites W2059900752 @default.
- W2895712252 cites W2060088445 @default.
- W2895712252 cites W2066580768 @default.
- W2895712252 cites W2093230975 @default.
- W2895712252 cites W2093813982 @default.
- W2895712252 cites W2100290867 @default.
- W2895712252 cites W2122245717 @default.
- W2895712252 cites W2132183359 @default.
- W2895712252 cites W2133641513 @default.
- W2895712252 cites W2134278817 @default.
- W2895712252 cites W2164200934 @default.
- W2895712252 cites W2955421984 @default.
- W2895712252 cites W3023758731 @default.
- W2895712252 cites W3121195099 @default.
- W2895712252 cites W3121625876 @default.
- W2895712252 cites W3122251927 @default.
- W2895712252 cites W3122342999 @default.
- W2895712252 cites W3122772943 @default.
- W2895712252 cites W3123289511 @default.
- W2895712252 cites W3124369830 @default.
- W2895712252 cites W3124437711 @default.
- W2895712252 cites W3125487825 @default.
- W2895712252 cites W3125965591 @default.
- W2895712252 doi "https://doi.org/10.1111/acfi.12402" @default.
- W2895712252 hasPublicationYear "2018" @default.
- W2895712252 type Work @default.
- W2895712252 sameAs 2895712252 @default.
- W2895712252 citedByCount "1" @default.
- W2895712252 countsByYear W28957122522019 @default.
- W2895712252 crossrefType "journal-article" @default.
- W2895712252 hasAuthorship W2895712252A5017419535 @default.
- W2895712252 hasAuthorship W2895712252A5041405935 @default.
- W2895712252 hasAuthorship W2895712252A5084294423 @default.
- W2895712252 hasConcept C10138342 @default.
- W2895712252 hasConcept C106159729 @default.
- W2895712252 hasConcept C121087249 @default.
- W2895712252 hasConcept C127413603 @default.
- W2895712252 hasConcept C139719470 @default.
- W2895712252 hasConcept C162324750 @default.
- W2895712252 hasConcept C17744445 @default.
- W2895712252 hasConcept C18547055 @default.
- W2895712252 hasConcept C197142791 @default.
- W2895712252 hasConcept C199539241 @default.
- W2895712252 hasConcept C199728807 @default.
- W2895712252 hasConcept C204036174 @default.
- W2895712252 hasConcept C2780821815 @default.
- W2895712252 hasConcept C55527203 @default.
- W2895712252 hasConcept C556758197 @default.
- W2895712252 hasConcept C69738904 @default.
- W2895712252 hasConcept C75956513 @default.
- W2895712252 hasConcept C78519656 @default.
- W2895712252 hasConcept C91602232 @default.
- W2895712252 hasConceptScore W2895712252C10138342 @default.
- W2895712252 hasConceptScore W2895712252C106159729 @default.
- W2895712252 hasConceptScore W2895712252C121087249 @default.
- W2895712252 hasConceptScore W2895712252C127413603 @default.
- W2895712252 hasConceptScore W2895712252C139719470 @default.
- W2895712252 hasConceptScore W2895712252C162324750 @default.
- W2895712252 hasConceptScore W2895712252C17744445 @default.
- W2895712252 hasConceptScore W2895712252C18547055 @default.
- W2895712252 hasConceptScore W2895712252C197142791 @default.
- W2895712252 hasConceptScore W2895712252C199539241 @default.
- W2895712252 hasConceptScore W2895712252C199728807 @default.
- W2895712252 hasConceptScore W2895712252C204036174 @default.
- W2895712252 hasConceptScore W2895712252C2780821815 @default.
- W2895712252 hasConceptScore W2895712252C55527203 @default.
- W2895712252 hasConceptScore W2895712252C556758197 @default.
- W2895712252 hasConceptScore W2895712252C69738904 @default.
- W2895712252 hasConceptScore W2895712252C75956513 @default.
- W2895712252 hasConceptScore W2895712252C78519656 @default.
- W2895712252 hasConceptScore W2895712252C91602232 @default.
- W2895712252 hasIssue "3" @default.
- W2895712252 hasLocation W28957122521 @default.
- W2895712252 hasOpenAccess W2895712252 @default.
- W2895712252 hasPrimaryLocation W28957122521 @default.
- W2895712252 hasRelatedWork W1482343972 @default.
- W2895712252 hasRelatedWork W1507214640 @default.