Showing 1 - 10 of 1,558
Persistent link: https://www.econbiz.de/10003758661
This study analyses whether expected budget deficits have an impact on interest rate swap spreads in France, Germany and Italy. We use monthly deficit forecasts from financial market participants to take the forward-looking behaviour of financial markets into account. Results of a SUR estimation...
Persistent link: https://www.econbiz.de/10010295667
Persistent link: https://www.econbiz.de/10000872532
Persistent link: https://www.econbiz.de/10002781978
Persistent link: https://www.econbiz.de/10002600355
This study analyses whether expected budget deficits have an impact on interest rate swap spreads in France, Germany and Italy. We use monthly deficit forecasts from financial market participants to take the forward-looking behaviour of financial markets into account. Results of a SUR estimation...
Persistent link: https://www.econbiz.de/10002515738
Persistent link: https://www.econbiz.de/10001525833
Persistent link: https://www.econbiz.de/10001517889
Persistent link: https://www.econbiz.de/10001169805