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A Multivariate Latent Factor Decomposition of International Bond Yield Spreads

Citation

Dungey, MH and Martin, V and Pagan, A, A Multivariate Latent Factor Decomposition of International Bond Yield Spreads, Journal of Applied Econometrics, 15, (6) pp. 697-715. ISSN 0883-7252 (2000) [Refereed Article]

DOI: doi:10.1002/jae.584

Item Details

Item Type:Refereed Article
Research Division:Economics
Research Group:Econometrics
Research Field:Time-Series Analysis
Objective Division:Economic Framework
Objective Group:Macroeconomics
Objective Field:Monetary Policy
Author:Dungey, MH (Professor Mardi Dungey)
ID Code:57023
Year Published:2000
Web of Science® Times Cited:35
Deposited By:Economics and Finance
Deposited On:2009-06-12
Last Modified:2009-06-16
Downloads:0

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