Financial integration and the term structure of interest rates
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-012-0652-7.pdf
Reference44 articles.
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3. Ang A, Piazzesi M, Wei M (2006) What does the yield curve tell us about GDP growth?. J Econom 131: 359–403
4. Assenmacher-Wesche A, Pesaran MH (2008) A VECX model of the Swiss economy. CESifo Working Paper Series 2281, CESifo Group Munich
5. Bauer GH, de los Rios A (2012) An international dynamic term structure model with economic restrictions and unspanned risks. Bank of Canada Working Paper 2012-5
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