Publication
Long-run determinants of sovereign yields
| dc.contributor.author | Afonso, António | |
| dc.contributor.author | Rault, Christophe | |
| dc.date.accessioned | 2010-10-01T10:42:13Z | |
| dc.date.available | 2010-10-01T10:42:13Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary and external imbalances and inflation as relevant determinants of sovereign yields. | por |
| dc.identifier.citation | Afonso, António e Christophe Rault. 2010. "Long-run determinants of sovereign yields". Instituto Superior de Economia e Gestão - DE Working papers 15-2010/DE/UECE | por |
| dc.identifier.issn | 0874-4548 | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/2315 | |
| dc.language.iso | eng | por |
| dc.publisher | ISEG - Departamento de Economia | por |
| dc.relation.ispartofseries | DE/ Working papers 15-2010/DE/UECE | |
| dc.relation.publisherversion | https://aquila.iseg.utl.pt/aquila/getFile.do?method=getFile&fileId=151501&contentContextPath_PATH=/departamentos/ec/lateral/menu-working-papers/nova-serie/2010&_request_checksum_=e05b633715d2f366619b65e2b8af09751ad9c340 | por |
| dc.subject | Long-Term Yields | por |
| dc.subject | Panel Cointegration | por |
| dc.subject | Bootstrap | por |
| dc.title | Long-run determinants of sovereign yields | por |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | por |
| rcaap.type | workingPaper | por |