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Fiscal Policy and the Term Premium in Real Interest Rate Differentials

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Author Info
Flavin, T J
Limosani, M G

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Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 10 (2000)
Issue (Month): 4 (August)
Pages: 413-17
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Handle: RePEc:taf:apfiec:v:10:y:2000:i:4:p:413-17

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. James Tobin, 1956. "Liquidity Preference as Behavior Towards Risk," Cowles Foundation Discussion Papers 14, Cowles Foundation, Yale University. [Downloadable!]
  2. Andrew Clare et al, . "Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market," CERF Discussion Paper Series 93-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Engel, Charles & Rodrigues, Anthony P, 1989. "Tests of International CAPM with Time-Varying Covariances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 119-38, April-Jun. [Downloadable!] (restricted)
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  4. Thoms, S. H., 1993. "An international CAPM for bonds and equities," Journal of International Money and Finance, Elsevier, vol. 12(4), pages 390-412, August. [Downloadable!] (restricted)
  5. Charles M. Engel & Anthony P. Rodrigues, 1992. "Tests of mean-variance efficiency of international equity markets," Research Paper 9209, Federal Reserve Bank of New York.
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  6. Frankel, Jeffrey A. & MacArthur, Alan T., 1988. "Political vs. currency premia in international real interest differentials : A study of forward rates for 24 countries," European Economic Review, Elsevier, vol. 32(5), pages 1083-1114, June. [Downloadable!] (restricted)
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  7. Tobin, James, 1982. "Money and Finance in the Macroeconomic Process," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 14(2), pages 171-204, May. [Downloadable!] (restricted)
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  8. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April. [Downloadable!] (restricted)
  9. Andrew Clare & Raymond O'Brien & Stephen Thomas & Michael Wickens, . "Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market," Discussion Papers 94/10, Department of Economics, University of York.
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Cited by:
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  1. Thomas J. Flavin & Michele G. Limosani, 2000. "Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory," Economics, Finance and Accounting Department Working Paper Series n1000500, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  2. Marc D. Hayford, 2005. "Fiscal policy and national saving," Applied Economics, Taylor and Francis Journals, vol. 37(9), pages 981-992, May. [Downloadable!] (restricted)
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