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Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?

This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy Uncertainty (EPU) on the dynamic connectedness patterns between bond yields. To this...

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Detalhes bibliográficos
Publicado no:J Econ Finan
Main Authors: Benlagha, Noureddine, Hemrit, Wael
Formato: Artigo
Idioma:Inglês
Publicado em: Springer US 2021
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Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC8195552/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s12197-021-09554-8
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