Term premium spillovers from the US to international markets
Year of publication: |
[2017]
|
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Authors: | Li, Ka Fai ; Fong, Tom ; Ho, Ho Cheung |
Publisher: |
Hong Kong : Hong Kong Institute for Monetary Research |
Subject: | Spillovers | term premium | financial integration | vector autoregression | emerging markets | affine term structure model | sovereign bond markets | Spillover-Effekt | Spillover effect | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Schwellenländer | Emerging economies | Rentenmarkt | Bond market | Internationaler Finanzmarkt | International financial market | VAR-Modell | VAR model | Finanzmarkt | Financial market | EU-Staaten | EU countries | Marktintegration | Market integration |
Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
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Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2017, no. 07 (March 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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