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Financial uncertainty and interest rate movements: is Asian bond market volatility different?

Jungsuk Kim1, Abhishek Kumar2, Sushanta Mallick3

  • 1Sejong University, Seoul, South Korea.

Annals of Operations Research
|November 8, 2021
PubMed

Keywords:
Bond market volatilityDemand shockEmerging AsiaPenalty functionSVARSupply shockUncertainty

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