Short- and long-run behaviour of long-term sovereign bond yields
António Afonso and Christophe Rault
| Year of publication: |
2015
|
|---|---|
| Authors: | Afonso, António ; Rault, Christophe |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 37/39, p. 3971-3993
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| Subject: | long-term yields | EU | financial integration | panel cointegration | bootstrap | Öffentliche Anleihe | Public bond | Kointegration | Cointegration | Zinsstruktur | Yield curve | Panel | Panel study | Rendite | Yield | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | OECD-Staaten | OECD countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011294673