Search Results - subject:"Yield curve factors"

The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market

Gupta, Rangan; Shahzad, Syed Jawad Hussain; Sheng, Xin; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1845-1857

Persistent link: https://www.econbiz.de/10014253453

The impact of oil price shocks on Turkish sovereign yield curve

Çepni, Oğuzhan; Gül, Selçuk; Yılmaz, Muhammed Hasan; … - 2021

Persistent link: https://www.econbiz.de/10013164389

Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets

Asgharian, Hossein; Liu, Lu; Larsson, Marcus - 2015

We analyze the importance of different types of asset holdings for the interdependence of the yield curves in the EMU using a spatial VAR model. We find that the cross-border holdings of long-term debt and bank lending are important for the interdependence. Our analysis of cross-sectional...

Persistent link: https://www.econbiz.de/10013208739