Sources of Variation in International Real Interest Rates
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- 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.
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More about this item
Keywordsreal interest rates; world components; Kalman filter; scoring;
- 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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