Sovereign bond yield spreads: a time-varying coefficient approach
Year of publication: |
2010
|
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Authors: | Bernoth, Kerstin ; Erdogan, Burcu |
Publisher: |
Frankfurt (Oder) : European University Viadrina, Department of Business Administration and Economics |
Subject: | Öffentliche Anleihe | Rendite | Risikoprämie | Europäische Wirtschafts- und Währungsunion | Schätzung | Eurozone | sovereign bond spreads | fiscal policy | euro area | financial crisis | semiparametric time-varying coefficient model | nonparametric estimation |
Series: | Discussion Paper ; 289 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 641454619 [GVK] hdl:10419/43592 [Handle] RePEc:zbw:euvwdp:289 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation ; G12 - Asset Pricing ; H62 - Deficit; Surplus ; H63 - Debt; Debt Management |
Source: |
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Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach
Bernoth, Kerstin, (2010)
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Sovereign bond yield spreads: a time-varying coefficient approach
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