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Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period |
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| Authors: | Rout Sanjay Kumar Mallick Hrushikesh |
| Institution: | 1.Centre for Development Studies, Prasanth Nagar, Ulloor, Thiruvananthapuram, Kerala, 695011, India ; |
| Abstract: | Asia-Pacific Financial Markets - With application of Diebold and Yilmaz’s (Int J Forecast 28(1):57–66, 2012) spillover approach, we examine shock spillover in international sovereign... |
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