Integration of sovereign bonds markets: time variation and maturity effects

Chaieb, Ines; Gibson Brandon, Rajna Nicole; Errunza, Vihang R.

doi:10.2139/ssrn.2466355

Scientific article

English

Integration of sovereign bonds markets: time variation and maturity effects

ContributorsChaieb, Ines; Gibson Brandon, Rajna Nicole; Errunza, Vihang R.

Published inSwiss Finance Institute Research Paper Series, no. 14-47, p. 1-62

Publication date2014

Affiliation entities

Citation (ISO format)

CHAIEB, Ines, GIBSON BRANDON, Rajna Nicole, ERRUNZA, Vihang R. Integration of sovereign bonds markets: time variation and maturity effects. In: Swiss Finance Institute Research Paper Series, 2014, n° 14-47, p. 1–62. doi: 10.2139/ssrn.2466355

Article (Published version)

Identifiers

PID : unige:44862
DOI : 10.2139/ssrn.2466355

Additional URL for this publicationhttp://ssrn.com/abstract=2466355

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Integration of sovereign bonds markets: time variation and maturity effects

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