An open-economy macro-finance model of international interdependence

Spencer, Peter and Liu, Zhuoshi (2010) An open-economy macro-finance model of international interdependence. Journal of Banking and Finance. pp. 667-680. ISSN 1872-6372



  • Spencer, Peter (
  • Liu, Zhuoshi
Copyright, Publisher and Additional Information: © 2010 ELSEVIER SCIENCE BV. This is an author produced version of a paper published in the JOURNAL OF BANKING & FINANCE. Uploaded in accordance with the publisher's self archiving policy.
Keywords: Macroeconomics,Spillover effects,Common shocks,Macro-finance model,Term structure,TERM STRUCTURE,INTEREST-RATES,INFLATION,Economics and Econometrics,Finance
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: Repository Administrator York
Date Deposited: 26 Mar 2010 18:15
Last Modified: 08 Feb 2017 07:20
Published Version:
Status: Published
Refereed: Yes
Related URLs:


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Description: OECDUSUKrevision11_complete.pdf

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