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 journal › Article › peer-review

Original language	English
Pages (from-to)	183-192
Number of pages	10
Journal	Journal of Banking and Finance
Volume	36
Issue number	1
DOIs	https://doi.org/10.1016/j.jbankfin.2011.07.002
Publication status	Published - Jan 2012

Access to Document

@article{0b5593e287c84a28a6631ad8980eb3cf,

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

author = "Byrne, {Joseph P.} and Giorgio Fazio and Norbert Fiess",

year = "2012",

month = jan,

doi = "10.1016/j.jbankfin.2011.07.002",

language = "English",

volume = "36",

pages = "183--192",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "1",

}

TY - JOUR

T1 - Interest rate co-movements, global factors and the long end of the term spread

AU - Byrne, Joseph P.

AU - Fazio, Giorgio

AU - Fiess, Norbert

PY - 2012/1

Y1 - 2012/1

U2 - 10.1016/j.jbankfin.2011.07.002

DO - 10.1016/j.jbankfin.2011.07.002

M3 - Article

SN - 0378-4266

VL - 36

SP - 183

EP - 192

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

IS - 1

ER -