TY  - RPRT
AU  - Sosvilla Rivero, Simón Javier
AU  - Morales Zumaquero, Amalia
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/49014
AB  - This paper explores the evolving relationship in the volatility of sovereign yields in the European Economic and Monetary Union (EMU). To that end, we examine the behaviour for daily yields for 11 EMU countries (EMU-11), during the 2001-2010 period....
LA  - eng
A3  - Instituto Complutense de Estudios Internacionales
KW  - Conditional variance
KW  - Component model
KW  - Cluster analysis
KW  - Sovereign bond yields
KW  - Economic and Monetary Union
TI  - Volatility in EMU sovereign bond yields: permanent and transitory components
TY  - technical report
VL  - 2011
ER  -