The information in joint term structures of bond yields

Spencer, Peter orcid.org/0000-0002-5595-5360, 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

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Item Type: Article
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© 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
Dates:
  • Published: June 2023
  • Published (online): 29 March 2023
  • Accepted: 12 December 2022
  • Submitted: 2 February 2020
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: 03 Dec 2024 11:03
Published Version: https://doi.org/10.1016/j.jimonfin.2023.102828
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.jimonfin.2023.102828
Open Archives Initiative ID (OAI ID):

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