Why do term structures in different currencies co-move?
Year of publication: |
2015
|
---|---|
Authors: | Jotikasthira, Chotibhak ; Le, Anh ; Lundblad, Christian |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 115.2015, 1, p. 58-83
|
Subject: | Macro-finance term structure model | Interest rates | Cross-country co-movement | Zinsstruktur | Yield curve | Schätzung | Estimation | EU-Staaten | EU countries | Theorie | Theory |
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