International yield curve comovements: impact of the recent financial crisis
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- Kavita Sirichand & Simeon Coleman, 2015. "International yield curve comovements: impact of the recent financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(43), pages 4561-4573, September.
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Cited by:
- S Coleman & K Sirichand, 2015.
"Investigating Multiple Changes in Persistence in International Yields,"
Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 65-90, March.
- Simeon Coleman & Kavita Sirichand, 2014. "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series 2014_04, Department of Economics, Loughborough University, revised Jul 2014.
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More about this item
Keywords
Interest rates; comovement;JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2014-07-28 (European Economics)
- NEP-MAC-2014-07-28 (Macroeconomics)
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