The Ties that Bind : Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields /

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur:	Swiston, Andrew
Awduron Eraill:	Bayoumi, Tamim
Fformat:	Cylchgrawn
Iaith:	English
Cyhoeddwyd:	Washington, D.C. : International Monetary Fund, 2007.
Cyfres:	IMF Working Papers; Working Paper ; No. 2007/128
Mynediad Ar-lein:	Full text available on IMF

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