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Quantile-on-Quantile Connectedness Measures: Evidence From the US Treasury Yield Curve
David Gabauer,
Alexis Stenfors
School of Accounting, Economics and Finance
Software Competence Center Hagenberg
Research output
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Working paper
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Dive into the research topics of 'Quantile-on-Quantile Connectedness Measures: Evidence From the US Treasury Yield Curve'. Together they form a unique fingerprint.
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Economics, Econometrics and Finance
Yield Curve
100%
Quantile Connectedness
100%
Spillover Effect
66%
INIS
yields
100%
curves
100%
economics
25%