An open-economy macro-finance model of international interdependence : The OECD, US and the UK

Spencer, Peter orcid.org/0000-0002-5595-5360 and Liu, Zhuoshi (2010) An open-economy macro-finance model of international interdependence : The OECD, US and the UK. Journal of Banking and Finance. pp. 667-680. ISSN 1872-6372

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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
Dates:
  • Published: March 2010
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Repository Administrator York
Date Deposited: 26 Mar 2010 18:15
Last Modified: 21 May 2018 23:01
Published Version: http://dx.doi.org/10.1016/j.jbankfin.2009.09.006
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jbankfin.2009.09.006
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