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An empirical analysis of long-term Brazilian interest rates
Akram, Tanweer; Uddin, Syed Helal - 2020
that the central bank's actions influence the long-term interest rate on government bonds mainly through the short …
Persistent link: https://www.econbiz.de/10012222455
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The dynamics of Japanese government bonds' nominal yields
Akram, Tanweer; Li, Huiqing - 2018
This paper employs a Keynesian perspective to explain why Japanese government bonds' (JGBs) nominal yields have been …
Persistent link: https://www.econbiz.de/10011844127
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The empirics of UK gilts' yields
Akram, Tanweer; Li, Huiqing - 2020
This paper analyzes the nominal yields of UK gilt-edged securities ("gilts") based on a Keynesian perspective, which holds that the short-term interest rate is the primary driver of the long-term interest rate. Quarterly data are used to model gilts' nominal yields. These models bring to light...
Persistent link: https://www.econbiz.de/10012291941
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An empirical analysis of Swedish government bond yields
Akram, Tanweer; Yadav, Mahima - 2024
This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether the short-term interest rate has a decisive influence on long-term SGB yields, after controlling for other macroeconomic and financial variables, such as consumer price inflation, the...
Persistent link: https://www.econbiz.de/10014517317
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The empirics of long-term US interest rates
Akram, Tanweer; Li, Huiqing - 2016
US government indebtedness and fiscal deficits increased notably following the global financial crisis. Yet long-term interest rates and US Treasury yields have remained remarkably low. Why have long-term interest rates stayed low despite the elevated government indebtedness? What are the...
Persistent link: https://www.econbiz.de/10011784653
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The long-run determinants of Indian government bond yields
Akram, Tanweer; Das, Anupam - 2017
This paper investigates the long-term determinants of Indian government bonds' (IGB) nominal yields. It examines …
Persistent link: https://www.econbiz.de/10011784671
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The dynamics of government bond yields in the Eurozone
Akram, Tanweer; Das, Anupam - 2017
This paper investigates the determinants of nominal yields of government bonds in the eurozone. The pooled mean group … yields of long-term government bonds in a set of 11 eurozone countries. Furthermore, autoregressive distributive lag (ARDL … the most important determinants of long-term government bonds' nominal yields, which supports Keynes's (1930) view that …
Persistent link: https://www.econbiz.de/10011784679
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An inquiry concerning long-term US interest rates using monthly data
Akram, Tanweer; Li, Huiqing - 2017
This paper undertakes an empirical inquiry concerning the determinants of long-term interest rates on US Treasury securities. It applies the bounds testing procedure to cointegration and error correction models within the autoregressive distributive lag (ARDL) framework, using monthly data and...
Persistent link: https://www.econbiz.de/10011784684
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Multifactor Keynesian models of the long-term interest rate
Akram, Tanweer - 2021
Using panel data models, we analyze the flypaper effects-whether intergovernmental fiscal transfers or states' own income determine expenditure commitments - on ecological fiscal spending in India. The econometric results show that the unconditional fiscal transfers, rather than the states' own...
Persistent link: https://www.econbiz.de/10012818355
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The empirics of Canadian government securities yields
Akram, Tanweer; Das, Anupam - 2020
Keynes argued that the short-term interest rate is the main driver of the long-term interest rate. This paper empirically models the relationship between short-term interest rates and long-term government securities yields in Canada, after controlling for other important financial variables. The...
Persistent link: https://www.econbiz.de/10012610172