Globalization’s effect on interest rates and the yield curve
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- Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012.
"Interest rate co-movements, global factors and the long end of the term spread,"
Journal of Banking & Finance,
Elsevier, vol. 36(1), pages 183-192.
- Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers 2010_10, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers 2010-24, Scottish Institute for Research in Economics (SIRE).
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KeywordsInterest rates ; Monetary policy ; Globalization;
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