Interest Rate Co-Movements, Global Factors and the Long End of the Term Spread

Journal of Banking and Finance- Netherlands

doi 10.1016/j.jbankfin.2011.07.002

Full Text

Abstract

Available in

Categories

Date

January 1, 2012

Authors

Joseph P. Byrne

Publisher

Elsevier BV

Related search

The Rising Federal Funds Rate in the Current Low Long-Term Interest Rate Environment

English

Using a Long-Term Interest Rate as the Monetary Policy Instrument

Journal of Monetary Economics

English

What Drives the Global Interest Rate

SSRN Electronic Journal

English

Interest Rate Risk, Term Spreads, and the Mortgage Contract Term

English

Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal

English

Long‐term Interest Rates Under Negative Interest Rate Policy: Analysis of Japanese Government Bond and Swap Markets

Journal of Corporate Accounting & Finance

English

A Century and Three-Quarters of Bank Rate and Long-Term Interest Rates in the United Kingdom

International Finance

English

The Long-Term Discount Rate

SSRN Electronic Journal

English

The Determinants of Real Long-Term Interest Rates

OECD Economics Department Working Papers

English