Is there excess comovement of bond yields between countries?
Year of publication: |
2000
|
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Authors: | Sutton, Gregory D. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 19.2000, 3, p. 363-376
|
Subject: | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Öffentliche Anleihe | Public bond | Theorie | Theory | Schätzung | Estimation | USA | United States | Japan | Deutschland | Germany | Großbritannien | United Kingdom | Kanada | Canada |
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