Sources of Variation in International Real Interest Rates
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Other versions of this item:
- Allan Gregory & David G. Watt, 1995. "Sources Of Variation In International Real Interest Rates," Working Paper 923, Economics Department, Queen's University.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
- Renee Fry & Vance Martin & Brenda Gonzalez-Hermosillo & Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund.
- Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
- Head, Allen C. & Smith, Gregor W., 2003.
"The CCAPM meets Euro-interest rate persistence, 1960-2000,"
Journal of International Economics,
Elsevier, vol. 59(2), pages 349-366, March.
- Allen Head & Gregor W. Smith, 2002. "The Ccapm Meets Euro-interest Rate Persistence, 1960-2000," Working Paper 1250, Economics Department, Queen's University.
- MacKinnon, James G, 1996.
"Numerical Distribution Functions for Unit Root and Cointegration Tests,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 11(6), pages 601-618, Nov.-Dec..
- James G. MacKinnon, 1995. "Numerical Distribution Functions For Unit Root And Cointegration Tests," Working Paper 918, Economics Department, Queen's University.
- Bruno Ducoudre, 2008. "Structure par terme des taux d’intérêt et anticipations de la politique économique," Sciences Po publications info:hdl:2441/5221, Sciences Po.
More about this item
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
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