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The comovement of US and German bond markets

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Author Info
Engsted, Tom
Tanggaard, Carsten

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File URL: http://www.sciencedirect.com/science/article/B6W4W-4K3CYJ7-2/2/46ea305e90201c2d83ffefac45ed2fa7
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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 16 (2007)
Issue (Month): 2 ()
Pages: 172-182
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Handle: RePEc:eee:finana:v:16:y:2007:i:2:p:172-182

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Web page: http://www.elsevier.com/locate/inca/620166

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  1. Chi-Sang Tam & Ip-Wing Yu, 2008. "Modelling sovereign bond yield curves of the US, Japan and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 82-91. [Downloadable!]
  2. Abhay Abhyankar & Angelica Gonzalez, 2007. "What Drives Corporate Bond Market Betas?," ESE Discussion Papers 157, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
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This page was last updated on 2009-12-3.

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