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Are there Spillover Effects From Munis?

Author/Editor: Bertrand Candelon, Rabah Arezki, Amadou N. R. Sy.

Release Date: December, 2011

Price: $18.00

This paper studies the spillover effects both within the bond markets for individual U.S. states and between the latter and the market for U.S. Treasury securities. We perform the Forbes and Rigobon more...