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...
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| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2007.
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| Reeks: | IMF Working Papers; Working Paper ;
No. 2007/128 |
| Online toegang: | Full text available on IMF |