- Abstract
- Non-technical summary
- 1 Introduction2 International linkages in interest rates
- 3 Methodology
- 3.1 Modeling the yield curve using a dynamicfactor model
- 3.2 A domestic factor model for theyield curve
- 3.3 An international factor model forthe yield curve
- 3.4 Forecasting the yield curve v4 Data
- 5 Results
- 5.1 Analysis
- 5.2 Assessment
- 6 Conclusion
- References
- Tables
- European Central Bank Working Paper Series
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005866630