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Liquidity premia and interest rate parity
Linnemann, Ludger; Schabert, Andreas - In: Journal of international economics 97 (2015) 1, pp. 178-192
Persistent link: https://www.econbiz.de/10011566005
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Default risk premia on government bonds in a quantitative macroeconomic model
Jüßen, Falko; Linnemann, Ludger; Schabert, Andreas - 2009
This paper examines the pricing of public debt in a quantitative macroeconomic model with government default risk. Default may occur due to a fiscal policy that does not preclude a Ponzi game. When a build-up of public debt makes this outcome inevitable, households stop lending such that the...
Persistent link: https://www.econbiz.de/10011379436
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Default risk premia on government bonds in a quantitative macroeconomic model
Juessen, Falko; Linnemann, Ludger; Schabert, Andreas - 2009
Persistent link: https://www.econbiz.de/10008839626
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Understanding default risk premia on public debt
Juessen, Falko; Linnemann, Ludger; Schabert, Andreas - 2010
Persistent link: https://www.econbiz.de/10008839859
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Liquidity premia and interest rate parity
Linnemann, Ludger; Schabert, Andreas - 2013
Persistent link: https://www.econbiz.de/10010196975
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Default risk premia on government bonds in a quantitative macroeconomic model
Juessen, Falko; Linnemann, Ludger; Schabert, Andreas - 2009
Persistent link: https://www.econbiz.de/10003913174
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Default risk premia on government bonds in a quantitative macroeconomic model
Jüßen, Falko; Linnemann, Ludger; Schabert, Andreas - In: Macroeconomic dynamics 20 (2016) 1, pp. 380-403
Persistent link: https://www.econbiz.de/10011558396
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Default Risk Premia on Government Bonds in a Quantitative Macroeconomic Model
Juessen, Falko - 2009
This paper examines the pricing of public debt in a quantitative macroeconomic model with government default risk. Default may occur due to a fiscal policy that does not preclude a Ponzi game. When a build-up of public debt makes this outcome inevitable, households stop lending such that the...
Persistent link: https://www.econbiz.de/10013154265