Search research publications and outputs

  1. 2018
  2. Dynamic Linkages Across Country Yield Curves: The Effects of Global and Local Yield Curve Factors on US, UK and German Yields

    Coroneo, L., Garrett, I. & Sanhueza, J., 19 Aug 2018, New Methods in Fixed Income Modeling: Contributions to Management Science. SPRINGER, p. 205-222

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  3. Quantifying Informational Linkages in a Global Model of Currency Spot Markets

    Shin, Y., Greenwood-Nimmo, M. & Nguyen, V., 2018, (Accepted/In press) Advances in Applied Financial Econometrics. Routledge

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)