Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007
-specific factors. In an empirical analysis of term structures of government bond yields for the Germany, Japan, the U.K. and the U … term structures of government bond yields for the Germany, Japan, the
U.K. and the U.S., we find that global yield factors ….S., Germany, Japan, and the U.K., we estimate the
model and extract the global yield curve factors. We then decompose the …