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Bond Volatility Transmissions Between United States And European Markets, Seth Kulman
Bond Volatility Transmissions Between United States And European Markets, Seth Kulman
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Bond Volatility Transmissions Between United States and European Markets
Seth Kulman
Faculty Sponsor: Gordon Dash, Finance and Decision Sciences
Recent events have illustrated the degree of connection between the world’s economies. Economic events occurring in one country are felt in countless others, most vividly demonstrated by the onset of a worldwide recession following the financial collapse in the United States. Volatility no longer stays contained within one local economy.
The purpose of this study is to examine volatility spillovers between the United States and European bond markets. To identify volatility effects in a given country, we will be using a …