Essays on international stock and bond returns
This thesis consists of three chapters on the dynamics of asset returns, with a focus on global stocks and bonds. The first chapter investigates the contagion effect between the European stock and bond markets, and between the Greek bond market and other European bond markets. The perspectives of no...
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University of Essex
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695090 |