Dynamics of international integration of government securities’ markets
作者： Manmohan S. Kumar , Tatsuyoshi Okimoto
DOI: 10.1016/J.JBANKFIN.2010.07.019
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摘要: … into world markets: They find that around one quarter of total expected excess returns are related to local market risk, and the remainder being due to world bond market risk. However, …
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