Search Results - subject:"Expectation Hypothesis of the Term Structure"

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Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian countries

Guerello, Chiara; Tronzano, Marco - 2017

This paper provides new evidence about the role of common global factors exploring the existence of structural breaks in the long-run trend of the term structure and analyzes the spillover effects from unconventional monetary policiesrecently implemented by major industrialized countries. For a...

Persistent link: https://www.econbiz.de/10015418315

Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian countries

Guerello, Chiara; Tronzano, Marco - 2017

Persistent link: https://www.econbiz.de/10015410044

"Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian Countries"

Guerello, Chiara; Tronzano, Marco - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012659596