The information in joint term structures of bond yields

Spencer, Peter, Meldrum, Andrew and Raczko, Marek (2023) The information in joint term structures of bond yields. Journal of International Money and Finance. 102828. ISSN 0261-5606



Copyright, Publisher and Additional Information: © 2023 Published by Elsevier Ltd. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Keywords: : Term structure model International interest rate co-movemen
  • Submitted: 2 February 2020
  • Accepted: 12 December 2022
  • Published (online): 29 March 2023
  • Published: June 2023
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 11 Apr 2023 13:10
Last Modified: 21 Jun 2023 23:20
Published Version:
Status: Published
Refereed: Yes
Identification Number:


Accepted Version

Embargoed until: 29 September 2024

Filename: MeldrumRaczkoSpencer_1_.pdf

Description: MeldrumRaczkoSpencer (1)

Licence: CC-BY-NC-ND 2.5

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