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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets

Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets

Manuela Pedio / Massimo Guidolin / Viola Fabbrini

65,74 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2015
Materia
Finanzas
ISBN:
9781137561381

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Sobre IBD

This book uses modern linear and nonlinear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets.

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