Sovereign Bonds Since Waterloo
Sovereign Bonds Since Waterloo
About this item
Full title
Author / Creator
Publisher
Oxford University Press
Journal title
Language
English
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Publication information
Publisher
Oxford University Press
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Scope and Contents
Contents
Abstract
This article studies external sovereign bonds as an asset class. We compile a new database of 266,000 monthly prices of foreign-currency government bonds traded in London and New York between 1815 (the Battle of Waterloo) and 2016, covering up to 91 countries. Our main insight is that, as in equity markets, the returns on external sover...
Alternative Titles
Full title
Sovereign Bonds Since Waterloo
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1093_qje_qjac007
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_qje_qjac007
Other Identifiers
ISSN
0033-5533
E-ISSN
1531-4650
DOI
10.1093/qje/qjac007
