The Ties That Bind: Measuring International Bond Spillovers Using the Inflation-Indexed Bond Yields

Author:

Swiston Andrew,Bayoumi Tamim, ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference29 articles.

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4. The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior;Almeida;The Journal of Financial and Quantitative Analysis,1998

5. Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets;Ferreira;Journal of International Money and Finance,2007

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Bond futures, inflation-indexed bonds, and inflation risk premium;Journal of International Financial Markets, Institutions and Money;2014-01

2. Financial Globalization and Monetary Policy;The Evidence and Impact of Financial Globalization;2013

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