David Chinarro-Vadillo

San Jorge University

Campus Universitario Villanueva de Gállego Autovía

A-23 Zaragoza-Huesca Km. 299

Villanueva de Gállego, 50830

Spain

SCHOLARLY PAPERS

1

DOWNLOADS

37

CITATIONS

0

Scholarly Papers (1)

1.

Analysis of the Evolution of Sovereign Bond Yields by Wavelet Techniques

Number of pages: 14 Posted: 10 Jan 2015
David Chinarro-Vadillo, Eduardo Martinez-Budria and Simon Sosvilla-Rivero
San Jorge University, Universidad de La Laguna and UCM Institute for Economic Analysis
Downloads 37 (416,118)

Abstract:

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sovereign bond, wavelet, coherence, entropy, time series, correlation, comovement