The Ties that Bind : Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields /
This paper explores international bond spillovers using daily and intra-day data on yields on inflation-indexed bonds and associated inflation expectations for the United States, Australia, Canada, France, Sweden, Japan, and the United Kingdom. The analysis starts in 2002, by which point U.S. inflat...
| Hovedforfatter: | |
|---|---|
| Andre forfattere: | |
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2007.
|
| Serier: | IMF Working Papers; Working Paper ;
No. 2007/128 |
| Online adgang: | Full text available on IMF |