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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. - 2010
Persistent link: https://www.econbiz.de/10003962874
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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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Turmoil in Latin America and the Caribbean : volatility, spillovers, and contagion
Perry, Guillermo - 2003 - 1. print.
Persistent link: https://www.econbiz.de/10001756539
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Structural breaks in the real exchange rate and real interest rate relationship
Byrne, Joseph P. (contributor); Nagayasu, Jun (contributor) - 2008
Persistent link: https://www.econbiz.de/10003806113
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Structural breaks in the real exchange rate and real interest rate relationship
Byrne, Joseph P.; Nagayasu, Jun - In: Global finance journal 21 (2010) 2, pp. 138-151
Persistent link: https://www.econbiz.de/10008991689
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Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517185
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Co-movement, spillovers and excess returns in global bond markets
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10011318315
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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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Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of empirical finance 44 (2017), pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
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Decomposing uncertainty in macro-finance term structure models
Byrne, Joseph P.; Cao, Shuo - In: Review of asset pricing studies : RAPS 14 (2024) 3, pp. 428-449
Persistent link: https://www.econbiz.de/10015046150