Search Results - subject:"Global yield"

The role of global liquidity in global yield dynamics

Park, Euihwan; Kim, Dong-heon - In: Seoul journal of economics : SJE 36 (2023) 2, pp. 193-220

Persistent link: https://www.econbiz.de/10014287838

Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences

Cassino, Enzo; Cribbens, Neil; Vehbi, Tugrul - 2014

This paper examines the relationship between the New Zealand government yield curve and the contribution of global and domestic factors influencing it. We apply the Nelson and Siegel method, which has been widely used internationally for fitting a yield curve, to decompose it into three...

Persistent link: https://www.econbiz.de/10012115686

Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences

Cassino, Enzo; Cribbens, Neil; Vehbi, Tugrul - Treasury, Government of New Zealand - 2014

Persistent link: https://www.econbiz.de/10010992353

Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007

.S., we find that global yield factors do indeed exist and are economically important, generally explaining significant …

Persistent link: https://www.econbiz.de/10010303750

Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - Center for Financial Studies - 2007

.S., we find that global yield factors do indeed exist and are economically important, generally explaining significant …

Persistent link: https://www.econbiz.de/10010958703