Interest rates across the world: Global, regional, and idiosyncratic factors
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DOI: 10.1016/j.jbankfin.2024.107192
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More about this item
Keywords
World interest rate; Dynamic factor model; Regional factors; Convenience yield; Global financial risks; Trilemma;All these keywords.
JEL classification:
- G50 - Financial Economics - - Household Finance - - - General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
Statistics
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