Economic volatility and sovereign yields' determinants : a time-varying approach
António Afonso, João Tovar Jalles
| Year of publication: |
2020
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|---|---|
| Authors: | Afonso, António ; Jalles, João Tovar |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 2, p. 427-451
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| Subject: | Volatility | Fiscal policy | Bond spreads | Errors-in-variables | Time-varying coefficients | Instrumental variables | Cross-sectional dependence | Volatilität | Finanzpolitik | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Rendite | Yield | Schätzung | Estimation | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1540-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219023