Short-term patterns in government bond returns following market shocks: International evidence
- DOI
- 10.1016/j.irfa.2007.06.007
- Published
- 2008-12
- Container
- International Review of Financial Analysis
- Publisher
- Elsevier BV
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1016/j.irfa.2007.06.007,
title = {Short-term patterns in government bond returns following market shocks: International evidence},
author = {Konstantinos Kassimatis and Spyros Spyrou and Emilios Galariotis},
year = {2008},
journal = {International Review of Financial Analysis},
doi = {10.1016/j.irfa.2007.06.007},
url = {https://doi.org/10.1016/j.irfa.2007.06.007}
}RIS
TY - JOUR TI - Short-term patterns in government bond returns following market shocks: International evidence AU - Konstantinos Kassimatis AU - Spyros Spyrou AU - Emilios Galariotis PY - 2008 JO - International Review of Financial Analysis DO - 10.1016/j.irfa.2007.06.007 UR - https://doi.org/10.1016/j.irfa.2007.06.007 ER -
APA
Kassimatis, K., Spyrou, S., & Galariotis, E. (2008). Short-term patterns in government bond returns following market shocks: International evidence. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2007.06.007
Source records
- crossref · retrieved 2026-09-24T20:59:00.167Z