The Ties that Bind : Measuring International Bond Spillovers Using the Inflation-Indexed Bond Yields. /

This paper explores international bond spillovers using daily and intra-day data on yields on inflation-indexed bonds and associated inflation expectations for the United States, Australia, Canada, France, Sweden, Japan, and the United Kingdom. The analysis starts in 2002, by which point U.S. inflat...

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Bibliographic Details
Main Author: Swiston, Andrew
Other Authors: Bayoumi, Tamim A, Bayoumi, Tamim
Format: Book
Language:English
Published: Washington, D.C. : International Monetary Fund, 2007
Washington, D.C. : 2007
Series:IMF Working Papers ; Working Paper No. 07/128
IMF Working Papers ; Working Paper no. 07/128
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