Verfügbarkeit: Global Bonding

Global Bonding: Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Bayoumi, Tamim (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2012
Schriftenreihe:	IMF Working Papers Working Paper No. 12/298
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers to the U.S. from elsewhere are minimal. There is also evidence of two-way spillovers between the UK and Euro area financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of causality of contemporaneous correlations-an issue that other techniques cannot tackle-is the dominant source of uncertainty in the estimated impulse response functions
Beschreibung:	1 Online-Ressource (26 p)
ISBN:	1475586639 9781475586633

Internformat

MARC


LEADER	00000nmm a2200000 cb4500
001	BV048342620
003	DE-604
005	00000000000000.0
007	cr\|uuu---uuuuu
008	220713s2012 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 1475586639 \|c 18.00 USD \|9 1-475-58663-9
020			\|a 9781475586633 \|c 18.00 USD \|9 978-1-475-58663-3
035			\|a (ZDB-1-IMF)84581964X
035			\|a (OCoLC)1337138608
035			\|a (DE-599)BVBBV048342620
040			\|a DE-604 \|b ger
041	0		\|a eng
049			\|a DE-20 \|a DE-824 \|a DE-70 \|a DE-155 \|a DE-29 \|a DE-22 \|a DE-473 \|a DE-1102 \|a DE-703 \|a DE-859 \|a DE-706 \|a DE-384 \|a DE-860 \|a DE-19 \|a DE-739 \|a DE-355 \|a DE-Aug4 \|a DE-1049 \|a DE-12 \|a DE-91
100	1		\|a Bayoumi, Tamim \|e Verfasser \|4 aut
245	1	0	\|a Global Bonding \|b Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? \|c Bayoumi, Tamim
264		1	\|a Washington, D.C \|b International Monetary Fund \|c 2012
300			\|a 1 Online-Ressource (26 p)
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	0		\|a IMF Working Papers \|v Working Paper No. 12/298
520	3		\|a This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers to the U.S. from elsewhere are minimal. There is also evidence of two-way spillovers between the UK and Euro area financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of causality of contemporaneous correlations-an issue that other techniques cannot tackle-is the dominant source of uncertainty in the estimated impulse response functions
533			\|a Online-Ausg
700	1		\|a Bui, Trung \|e Sonstige \|4 oth
856	4	0	\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|x Verlag \|z URL des Erstveröffentlichers \|3 Volltext
912			\|a ZDB-1-IMF
999			\|a oai:aleph.bib-bvb.de:BVB01-033721888
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBW01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UEI01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l LCO01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l SBR01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UER01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l SBG01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBG01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l FAN01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBT01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l FKE01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBY01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l FLA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBM01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UPA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l UBR01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l FHA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l FNU01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l BSB01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml \|l TUM01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext

Datensatz im Suchindex

_version_	1804184188912402432
adam_txt
any_adam_object
any_adam_object_boolean
author	Bayoumi, Tamim
author_facet	Bayoumi, Tamim
author_role	aut
author_sort	Bayoumi, Tamim
author_variant	t b tb
building	Verbundindex
bvnumber	BV048342620
collection	ZDB-1-IMF
ctrlnum	(ZDB-1-IMF)84581964X (OCoLC)1337138608 (DE-599)BVBBV048342620
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05199nmm a2200589 cb4500</leader><controlfield tag="001">BV048342620</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">220713s2012 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1475586639</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">1-475-58663-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781475586633</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">978-1-475-58663-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)84581964X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337138608</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048342620</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bayoumi, Tamim</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Global Bonding</subfield><subfield code="b">Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?</subfield><subfield code="c">Bayoumi, Tamim</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (26 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 12/298</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers to the U.S. from elsewhere are minimal. There is also evidence of two-way spillovers between the UK and Euro area financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of causality of contemporaneous correlations-an issue that other techniques cannot tackle-is the dominant source of uncertainty in the estimated impulse response functions</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Bui, Trung</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033721888</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV048342620
illustrated	Not Illustrated
index_date	2024-07-03T20:13:15Z
indexdate	2024-07-10T09:35:22Z
institution	BVB
isbn	1475586639 9781475586633
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-033721888
oclc_num	1337138608
open_access_boolean
owner	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM
owner_facet	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM
physical	1 Online-Ressource (26 p)
psigel	ZDB-1-IMF
publishDate	2012
publishDateSearch	2012
publishDateSort	2012
publisher	International Monetary Fund
record_format	marc
series2	IMF Working Papers
spelling	Bayoumi, Tamim Verfasser aut Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? Bayoumi, Tamim Washington, D.C International Monetary Fund 2012 1 Online-Ressource (26 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/298 This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers to the U.S. from elsewhere are minimal. There is also evidence of two-way spillovers between the UK and Euro area financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of causality of contemporaneous correlations-an issue that other techniques cannot tackle-is the dominant source of uncertainty in the estimated impulse response functions Online-Ausg Bui, Trung Sonstige oth http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Bayoumi, Tamim Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
title	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
title_auth	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
title_exact_search	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
title_exact_search_txtP	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
title_full	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? Bayoumi, Tamim
title_fullStr	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? Bayoumi, Tamim
title_full_unstemmed	Global Bonding Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? Bayoumi, Tamim
title_short	Global Bonding
title_sort	global bonding do u s bond and equity spillovers dominate global financial markets
title_sub	Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
url	http://elibrary.imf.org/view/IMF001/20161-9781475586633/20161-9781475586633/20161-9781475586633.xml
work_keys_str_mv	AT bayoumitamim globalbondingdousbondandequityspilloversdominateglobalfinancialmarkets AT buitrung globalbondingdousbondandequityspilloversdominateglobalfinancialmarkets

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge