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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Tác giả khác: | |
Định dạng: | Tạp chí |
Ngôn ngữ: | English |
Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2007.
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Loạt: | IMF Working Papers; Working Paper ;
No. 2007/128 |
Truy cập trực tuyến: | Full text available on IMF |