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dc.contributor.author
Fernández Bariviera, Aurelio  
dc.contributor.author
Guercio, María Belén  
dc.contributor.author
Martinez, Lisana Belén  
dc.date.available
2018-12-12T13:53:47Z  
dc.date.issued
2012-09  
dc.identifier.citation
Fernández Bariviera, Aurelio; Guercio, María Belén; Martinez, Lisana Belén; A comparative analysis of the informational efficiency of the fixed income market in seven European countries; North-holland; Economics Letters; 116; 3; 9-2012; 426-428  
dc.identifier.issn
0165-1765  
dc.identifier.uri
http://hdl.handle.net/11336/66311  
dc.description.abstract
This letter investigates the time-varying behavior of long memory in sovereign and corporate bond indices of seven European Union countries from July 1998 to November 2011. We compute the Hurst exponent and detect that the current financial crisis affects more the informational efficiency of the corporate bond market than the sovereign bond market. © 2012 Elsevier B.V.  
dc.format
application/pdf  
dc.language.iso
eng  
dc.publisher
North-holland  
dc.rights
info:eu-repo/semantics/openAccess  
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/  
dc.subject
Corporate Bonds  
dc.subject
Financial Crisis  
dc.subject
Long Range Dependence  
dc.subject
Sovereign Bonds  
dc.subject.classification
Economía, Econometría  
dc.subject.classification
Economía y Negocios  
dc.subject.classification
CIENCIAS SOCIALES  
dc.title
A comparative analysis of the informational efficiency of the fixed income market in seven European countries  
dc.type
info:eu-repo/semantics/article  
dc.type
info:ar-repo/semantics/artículo  
dc.type
info:eu-repo/semantics/publishedVersion  
dc.date.updated
2018-10-12T14:48:34Z  
dc.journal.volume
116  
dc.journal.number
3  
dc.journal.pagination
426-428  
dc.journal.pais
Países Bajos  
dc.journal.ciudad
Amsterdam  
dc.description.fil
Fil: Fernández Bariviera, Aurelio. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universitat Rovira I Virgili; España. Centro de Estudios Científicos y Técnicos; Argentina  
dc.description.fil
Fil: Guercio, María Belén. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universitat Rovira I Virgili; España  
dc.description.fil
Fil: Martinez, Lisana Belén. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universitat Rovira I Virgili; España  
dc.journal.title
Economics Letters  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0165176512001887  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/https://dx.doi.org/10.1016/j.econlet.2012.04.047  

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