Long-run Determinants of Sovereign Yields

被引：0
|
作者：
Rault, Christophe [1 ]
Afonso, Antonio [2 ]
机构：
[1] Univ Orleans, LEO, Orleans, France
[2] Univ Tecn Lisboa, ECB & ISEG, Lisbon, Portugal
来源：
ECONOMICS BULLETIN | 2011年 / 31卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：367 / 374
页数：8
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