The Ties that Bind; Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields
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- Tamim Bayoumi & Andrew Swiston, 2010. "The Ties that Bind: Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields," IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 366-406, June.
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Cited by:
- Winkelmann, Lars & Netsunajev, Aleksei, 2015. "International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112900, Verein für Socialpolitik / German Economic Association.
- Tamim Bayoumi & Andrew Swiston, 2009.
"Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries,"
IMF Staff Papers,
Palgrave Macmillan, vol. 56(2), pages 353-383, June.
- Tamim Bayoumi & Andrew J Swiston, 2007. "Foreign Entanglements; Estimating the Source and Size of Spillovers Across Industrial Countries," IMF Working Papers 07/182, International Monetary Fund.
- Tamim Bayoumi & Trung T Bui, 2012. "Global Bonding; Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?," IMF Working Papers 12/298, International Monetary Fund.
More about this item
Keywords
Inflation; Inflation-indexed bonds; Spillovers; Real interest rates; Market Efficiency; bond; bonds; real rates;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2007-06-23 (All new papers)
- NEP-MAC-2007-06-23 (Macroeconomics)
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