Interest rate co-movements, global factors and the long end of the term spread

Joseph P. Byrne, Giorgio Fazio, Norbert Fiess

    Research output: Contribution to journalArticle

    16 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)183-192
    Number of pages10
    JournalJournal of Banking and Finance
    Volume36
    Issue number1
    DOIs
    Publication statusPublished - Jan 2012

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