Dynamics of the public-debt-to-gdp ratio : can it explain the risk premium of treasury bonds?
Year of publication: |
2022
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Authors: | Lagoa, Sérgio C. ; Leão, Emanuel R. ; Bhimjee, Diptes P. |
Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 49.2022, 4, p. 1089-1122
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Subject: | Public-debt-to-gdp ratio | Risk premium | Sustainability of public finances | Treasury bonds | Risikoprämie | Staatspapier | Government securities | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | CAPM | Zinsstruktur | Yield curve |
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