Hsing, Yu - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 342-350
This paper applies demand and supply analysis to examine the government bond yield in Spain. The sample ranges from 1999.Q1 to 2014.Q2. The EGARCH model is employed in empirical work. The Spanish government bond yield is positively associated with the government debt/GDP ratio, the short-term...
