International linkages of term structures : US and Korea Treasury bond yields
Jaeho Yun
| Year of publication: |
2023
|
|---|---|
| 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 | Öffentliche Anleihe | Public bond | Japan | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2023.102924 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478198