Government bond yields in Germany and Spain : empirical evidence from better days
Tobias Basse, Christoph Wegener and Frederik Kunze
| Year of publication: |
May 2018
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|---|---|
| Authors: | Basse, Tobias ; Wegener, Christoph ; Kunze, Frederik |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 827-835
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| Subject: | Uncovered interest rate parity | Monetary union | Fractional cointegration | Interest rate forecasts | Deutschland | Germany | Spanien | Spain | Zinsparität | Interest rate parity | Eurozone | Euro area | Kointegration | Cointegration | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Zinsstruktur | Yield curve | Zins | Interest rate | Währungsunion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1419734 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907949