Domestic vs. International Correlations of Interest Rate Maturities

Giorgio Fazio, Giorgio Fazio, Joseph P. Byrne, Norbert Fiess

Risultato della ricerca: Article › peer review

All Science Journal Classification (ASJC) codes

@article{88fcd865716d4e51ac1fee9fcc2e0c20,

title = "Domestic vs. International Correlations of Interest Rate Maturities",

keywords = "Correlation Analysis, Interest Rates, Term Spread, Correlation Analysis, Interest Rates, Term Spread",

author = "Giorgio Fazio and Giorgio Fazio and Byrne, {Joseph P.} and Norbert Fiess",

year = "2010",

language = "English",

volume = "30",

pages = "1082--1090",

journal = "Economics Bulletin",

issn = "1545-2921",

publisher = "Economics Bulletin",

}

TY - JOUR

T1 - Domestic vs. International Correlations of Interest Rate Maturities

AU - Fazio, Giorgio

AU - Byrne, Joseph P.

AU - Fiess, Norbert

PY - 2010

Y1 - 2010

KW - Correlation Analysis

KW - Interest Rates

KW - Term Spread

KW - Correlation Analysis

KW - Interest Rates

KW - Term Spread

UR - http://hdl.handle.net/10447/59064

UR - http://www.economicsbulletin.com/

M3 - Article

SN - 1545-2921

VL - 30

SP - 1082

EP - 1090

JO - Economics Bulletin

JF - Economics Bulletin

ER -