Is there excess comovement of bond yields between countries?

Journal of International Money and Finance

Volumn 19, Issue 3, 2000, Pages 363-376

  Sutton, Gregory D ^a  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

Excess comovement; Expectations theory; Interest rates

Indexed keywords

EID: 0034196805     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00010-3     Document Type: Article

References (11)

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