High-frequency movements of the term structure of US interest rates : the role of oil market uncertainty
Year of publication: |
2022
|
---|---|
Authors: | Bouri, Elie ; Gupta, Rangan ; Kyei, Clement Kweku ; Subramaniam, Sowmya |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 4, p. 73-92
|
Subject: | term structure | US interest rates | yield curve factors | oil market uncertainty | causality-in-quantiles test |
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