Publicação
Long-term government bond yelds and economic forecast : evidence for the EU
| dc.contributor.author | Afonso, António | |
| dc.date.accessioned | 2010-04-14T13:15:05Z | |
| dc.date.available | 2010-04-14T13:15:05Z | |
| dc.date.issued | 2009 | |
| dc.description.abstract | I use a panel of semi-annual vintages of growth and fiscal forecasts of the European Commission, covering the period 1998:II-2008:II, to assess its effects on 10-year government yields for 14 EU countries. Results show that yields increase with better growth forecasts, and with decreases in budget balance-to-GDP ratios, signalling that sovereigns may need to pay more to finance in the market higher budget deficits. | pt |
| dc.identifier.citation | Afonso, António. 2009. "Long-term government bond yelds and economic forecast : evidence for the EU". Instituto Superior de Economia e Gestão – DE working papers nº 38-2009/DE/UECE. | pt |
| dc.identifier.issn | 0874-4548 | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/1822 | |
| dc.language.iso | eng | pt |
| dc.publisher | ISEG - Departamento de Economia | pt |
| dc.relation.ispartofseries | DE/ Working papers nº 38/2009/DE/UECE | |
| dc.subject | Interest Rates | pt |
| dc.subject | Macro Forecasts | pt |
| dc.subject | European Union | pt |
| dc.title | Long-term government bond yelds and economic forecast : evidence for the EU | pt |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt |
| rcaap.type | workingPaper | pt |