Claudio Barbieri

Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG)

250, rue Albert Einstein

Valbonne, 06560

France

Scuola Superiore Sant'Anna, Institute of Management, Students

Pisa

Italy

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Scholarly Papers (1)

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The Anatomy of Government Bond Yields Synchronization in the Eurozone

Number of pages: 45 Posted: 22 Mar 2021
Claudio Barbieri, Mattia Guerini and Mauro Napoletano
Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG), University of Brescia - Department of Economics and Management and Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG)
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Abstract:

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Synchronization, Bond Yields, Factor Models, Random Matrix Theory, Monetary policy