Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?
Year of publication: |
2011
|
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Authors: | Ahn, Dong-Hyun |
Other Persons: | Baek, In Seok (contributor) ; Gallant, A. Ronald (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zins | Interest rate | Korrelation | Correlation | Welt | World | Schätzung | Estimation |
Extent: | 1 Online-Ressource (79 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 5, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1572268 [DOI] |
Classification: | E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; F39 - International Finance. Other ; C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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