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Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US

Moessner, Richhild - In: Applied financial economics 24 (2014) 10/12, pp. 739-751

Persistent link: https://www.econbiz.de/10010402588

Does federal funds futures rate contain information about the treasury bill rate?

Kishor, N. Kundan; Marfatia, H. A. - In: Applied financial economics 23 (2013) 16/18, pp. 1311-1324

Persistent link: https://www.econbiz.de/10010259457

New insights on the US OIS spreads term structure during the recent financial turmoil

Morana, Claudio - In: Applied financial economics 24 (2014) 4/6, pp. 291-317

Persistent link: https://www.econbiz.de/10010399449

European sovereign bond spreads : financial integration and market conditions

Georgoutsos, Demetris A.; Migiakis, Petros M. - In: Applied financial economics 23 (2013) 19/21, pp. 1609-1621

Persistent link: https://www.econbiz.de/10010259755

Sovereign risk and its changing effects on bond duration during financial crisis

Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477

Persistent link: https://www.econbiz.de/10010460096

An empirical study of Taiwan's bond market based on the nonlinear dynamic model

Su, Chi-Wei - In: Applied financial economics 19 (2009) 7/9, pp. 563-574

This article examines long-run dynamic adjustments of the term structure of interest rates using Taiwan government bond interest with different maturities. This permits threshold and momentum-threshold adjustments to test for asymmetry in unit roots and cointegration. More specifically, we...

Persistent link: https://www.econbiz.de/10003842653