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Global government securities markets : economics and politics of recent market microstructure reforms

Kroszner, Randall S. - In: The debt burden and its consequences for monetary …, (pp. 86-113). 1998

Persistent link: https://www.econbiz.de/10001324106

Time-varying expected returns in international bond markets

Ilmanen, Antti - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 481-506

Persistent link: https://www.econbiz.de/10001184817

Modeling international long-term interest rates

DeGennaro, Ramon P. - In: The financial review : the official publication of the … 29 (1994) 4, pp. 577-597

Persistent link: https://www.econbiz.de/10001175311

Domestic macroeconomic news and foreign interest rates

Becker, Kent Gregory - In: Journal of international money and finance 14 (1995) 6, pp. 763-783

Persistent link: https://www.econbiz.de/10001194452

Interpreting changes in the volatility of yields on Japanese long-term bonds

Singleton, Kenneth J. - In: Monetary and economic studies 8 (1990) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10001079016

International transmission of Japanese monetary shocks under low and negative interest rates : a global factor-augmented vector autoregressive approach

Spiegel, Mark; Tai, Andrew - In: Pacific economic review 23 (2018) 1, pp. 51-66

Persistent link: https://www.econbiz.de/10011969574

US monetary policy and international bond markets

Gilchrist, Simon; Yue, Vivian Z.; Zakrajšek, Egon - 2018

This paper uses high-frequency data to analyze the effects of US monetary policy--during the conventional and unconventional policy regimes--on foreign government bonds markets in advanced and emerging market economies. The results indicate that an expansionary US monetary policy steepens the...

Persistent link: https://www.econbiz.de/10011927015

Expected returns, risk and the integration of international bond markets

Barr, David G.; Priestley, Richard - In: Journal of international money and finance 23 (2004) 1, pp. 71-97

Persistent link: https://www.econbiz.de/10001896633

The changing shape of fixed income markets

In: The changing shape of fixed income markets : a …, (pp. 1-43). 2001

Persistent link: https://www.econbiz.de/10001715560

Is there excess comovement of bond yields between countries?

Sutton, Gregory D. - In: Journal of international money and finance 19 (2000) 3, pp. 363-376

Persistent link: https://www.econbiz.de/10001485270

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