government bond markets. The new indicators on euro area government debt securities are also highly relevant for policymaking and …

Debt Overhang is a controversial issue in the eurozone countries and is considered as one of the factors which created …

Mispricing between Treasury inflation linked bond and nominal bonds is an issue under attention. This paper examines … whether mispricing exists on the French bond market by constructing arbitrage strategies between these two types of assets. We …

We estimate the response of euro area sovereign bond yields to purchase operations under the ECB's Public Sector …, led to a temporary 7 basis-point decline in sovereign bond yields on the day of purchase. This impact estimate is well …

whether John Maynard Keynes's supposition that short-term interest rates are the key driver of long-term government bond … nominal income-has an adverse effect on government bond yields over a long-run horizon. The models estimated here show that in … India, short-term interest rates are the key driver of long-term government bond yields over the long run. However, the …

) approach. Keynes held that the central bank exerts decisive influence on government bond yields because the central bank … government bonds' nominal yields. Furthermore, the effect of the budget balance ratio on government bond yields is small but … statistically significant. However, there is no statistically discernable effect of the debt ratio on government bond yields. …

This paper presents empirical models of Mexican government bond (MGB) yields based on monthly macroeconomic data. The … industrial production. John Maynard Keynes claimed that government bond yields move in lockstep with the short-term interest rate …