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Interest rate co-movements, global factors and the long end of the term spread
Byrne, Joseph P.
;
Fazio, Giorgio
;
Fiess, Norbert M.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 183-192
Persistent link: https://www.econbiz.de/10009411145
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2
Interest rate co-movements, global factors and the long end of the term spread
Byrne, Joseph P.
;
Fazio, Giorgio
;
Fiess, Norbert
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 183-193
Persistent link: https://www.econbiz.de/10009818198
Saved in:
3
Decomposing global yield curve co-movement
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of banking & finance
106
(
2019
),
pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
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