1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/13692
DC FieldValueLanguage
dc.contributor.authorBoubaker, Sabri-
dc.contributor.authorNguyen, Duc Khuong-
dc.contributor.authorPiljak, Vanja-
dc.contributor.authorSavvides, Andreas-
dc.date.accessioned2019-05-19T20:46:18Z-
dc.date.available2019-05-19T20:46:18Z-
dc.date.issued2019-07-
dc.identifier.citationJournal of International Financial Markets, Institutions and Money, 2019, vol. 61, pp. 81-96en_US
dc.identifier.issn10424431-
dc.description.abstractThis paper investigates the effect of financial development on government bond returns in developed and emerging markets under different market conditions. Using a quantile regression framework for quarterly panel data from 28 countries over 1999–2015, our results reveal that the effect of financial development on government bond returns (changes in bond prices) differs according to conditions in the market and between developed and emerging markets. The effect is positive and significant only in good market conditions for developed markets. For emerging markets financial development has a positive and significant effect for good market conditions but the effect is negative and significant for bad market conditions.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofJournal of International Financial Markets, Institutions and Moneyen_US
dc.rights© Elsevieren_US
dc.subjectEmerging marketsen_US
dc.subjectFinancial developmenten_US
dc.subjectGovernment bond marketsen_US
dc.subjectQuantile regressionen_US
dc.titleFinancial development, government bond returns, and stability: International evidenceen_US
dc.typeArticleen_US
dc.collaborationSouth Champagne Business Schoolen_US
dc.collaborationIPAG Business Schoolen_US
dc.collaborationUniversity of Vaasaen_US
dc.collaborationCyprus University of Technologyen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsSubscriptionen_US
dc.countryFinlanden_US
dc.countryFranceen_US
dc.countryCyprusen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1016/j.intfin.2019.02.006en_US
dc.relation.volume61en_US
cut.common.academicyear2018-2019en_US
dc.identifier.spage81en_US
dc.identifier.epage96en_US
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.openairetypearticle-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.languageiso639-1en-
item.fulltextNo Fulltext-
crisitem.journal.journalissn1042-4431-
crisitem.journal.publisherElsevier-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Tourism Management, Hospitality and Entrepreneurship-
crisitem.author.orcid0000-0002-0759-1275-
crisitem.author.parentorgFaculty of Management and Economics-
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