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

页码：367 / 374

页数：8

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