The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis
Year of publication: |
2015
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Authors: | Falagiarda, Matteo ; Gregori, Wildmer Daniel |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | fiscal policy announcements | GARCH models | interest rate spread | political communication | sovereign debt crisis |
Series: | ECB Working Paper ; 1782 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-1595-3 |
Other identifiers: | 824603044 [GVK] hdl:10419/154215 [Handle] RePEc:ecb:ecbwps:20151782 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; G01 - Financial Crises ; G12 - Asset Pricing |
Source: |
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Falagiarda, Matteo, (2014)
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Announcements of ECB unconventional programs : implications for the sovereign risk of Italy
Falagiarda, Matteo, (2013)
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Falagiarda, Matteo, (2015)
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Falagiarda, Matteo, (2014)
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Falagiarda, Matteo, (2015)
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Falagiarda, Matteo, (2015)
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