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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Swiston, Andrew
Rannpháirtithe:	Bayoumi, Tamim
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2007.
Sraith:	IMF Working Papers; Working Paper ; No. 2007/128
Rochtain ar líne:	Full text available on IMF

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