Sovereign Risk Premia in the European Bond Market
Year of publication: |
2004-07
|
---|---|
Authors: | Bernoth, Kerstin ; Schuknecht, Ludger ; von Hagen, Jürgen |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | asset pricing | determination of interest rates | fiscal policy | government debt |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4465 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; G12 - Asset Pricing ; H63 - Debt; Debt Management |
Source: |
-
Sovereign risk premiums in the European Government bond market
Bernoth, Kerstin, (2006)
-
Sovereign risk premia in the European government bond market
Bernoth, Kerstin, (2004)
-
Sovereign Risk Premiums in the European Government Bond Market
Bernoth, Kerstin, (2006)
- More ...
-
The Forward Premium Puzzle and Latent Factors Day by Day
Bernoth, Kerstin, (2010)
-
Government Bond Risk Premiums in the EU revisited: The Impact of the Financial Crisis
Schuknecht, Ludger, (2009)
-
Government Risk Premiums in the Bond Market: EMU and Canada
Schuknecht, Ludger, (2007)
- More ...