Keyphrases
Yield Spread
100%
Macroeconomic Fundamentals
100%
Sovereign Bond Spreads
100%
South African
66%
Public Debt
66%
Negative Shocks
66%
Yield Volatility
66%
United States
33%
Economic Growth
33%
South Africa
33%
Shock
33%
Volatility
33%
Low Inflation
33%
Class of Estimators
33%
Strong Impact
33%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
33%
Government Bonds
33%
Private Debt
33%
Multivariate GARCH Models
33%
Positive Shocks
33%
Shock Impact
33%
M-class
33%
Large Shocks
33%
Size Bias
33%
Debt-to-GDP Ratio
33%
Economics, Econometrics and Finance
Volatility
100%
Macroeconomics
100%
Public Bond
100%
Yield Curve
100%
Public Debt
66%
Generalized Autoregressive Conditional Heteroskedasticity
66%
Inflation
33%
Private Sector
33%
Private Debt
33%