Interest Rate Co-movements, Global Factors and the Long End of the Term Spread
Year of publication: |
2010-03
|
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Authors: | Byrne, Joseph P. ; Fazio, Giorgio ; Fiess, Norbert |
Institutions: | Department of Economics, Adam Smith Business School |
Subject: | Short and Long Interest Rates | Financial Globalization | Panel Data | Factor Models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; F01 - Global Outlook ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; C33 - Models with Panel Data |
Source: |
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