Is there excess comovement of bond yields between countries?
By: by Gregory D. Sutton.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 44; BIS working papers (Online) ;; no. 44.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 1997
Place of publication: Basle, Switzerland
Language: eng
Format: Electronic resource
Subjects: Interest rates -- Econometric models.; Bond market -- Econometric models.; Bonds -- Prices -- Econometric models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 12, 2003).
"July 1997."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.