Sovereign bond yield spreads : a time-varying coefficient approach
Year of publication: |
2012
|
---|---|
Authors: | Bernoth, Kerstin ; Erdogan, Burcu |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 31.2012, 3, p. 639-656
|
Subject: | Öffentliche Anleihe | Public bond | Rendite | Yield | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Schätzung | Estimation | Eurozone | Euro area |
-
The (ir)relevance of the nominal lower bound for real yield curve analysis
Schupp, Fabian, (2020)
-
Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation
Afonso, António, (2014)
-
Sovereign Bond Yield Spreads : A Time-Varying Coefficient Approach
Bernoth, Kerstin, (2010)
- More ...
-
Sovereign bond yield spreads: a time-varying coefficient approach
Bernoth, Kerstin, (2010)
-
DIW's 2009 Fall Forecast: Key Economic Trends
Dreger, Christian, (2009)
-
Herbstgrundlinien 2009: leichte Erholung im nächsten Jahr
Dreger, Christian, (2009)
- More ...