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The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle.
In: Empirical Economics.
RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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  1. Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien.
    In: Working Papers.
    RePEc:ptu:wpaper:w202503.

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    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1228-1238.

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  47. Dynamics of international integration of government securities markets. (2011). Okimoto, Tatsuyoshi ; Kumar, Manmohan S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:142-154.

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  48. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141.

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  49. Causality and contagion in peripheral EMU public debt markets: A dynamic approach. (2011). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1106.

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  50. Volatility in EMU sovereign bond yields: Permanent and transitory components. (2011). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia.
    In: Working Papers.
    RePEc:aee:wpaper:1103.

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