International linkages of term structures : US and Korea Treasury bond yields
Year of publication: |
2023
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Authors: | Yun, Jaeho |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 138.2023, p. 1-21
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Subject: | Gaussian dynamic term structure model | Global liquidity | International linkages of term structures | Policy and risk-compensation channels | US level factor | Zinsstruktur | Yield curve | USA | United States | Südkorea | South Korea | Staatspapier | Government securities | Schätzung | Estimation | Japan | Öffentliche Anleihe | Public bond |
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