Hoffmann, Mathias (contributor); … - 2007
data set consists of quarterly data for the G7 countries, the United
States, Japan, Germany, France, Italy, the United …), France
(3) and Italy (3). In keeping with the maturity horizons of the government
bonds we consider here, we project the …, France, Germany and Italy) at least 70
percent of the bootstrapped correlation coe� cients are bigger than 0:5 and
at least …