Interest Rate Spreads between Italy and Germany 1995-1997
AbstractIn this paper the authors study the determinants of the long term yield spread between Italian and German government bonds using daily observations for a period 1 January 1995- 28 October 1997.
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Bibliographic InfoPaper provided by European University Institute in its series Economics Working Papers with number eco99/8.
Length: 23 pages
Date of creation: 1999
Date of revision:
Contact details of provider:
Postal: Badia Fiesolana, Via dei Roccettini, 9, 50016 San Domenico di Fiesole (FI) Italy
Web page: http://www.eui.eu/ECO/
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INTEREST RATE ; ITALY ; GERMANY;
Other versions of this item:
- Marcello D'Amato & Barbara Pistoresi, 2001. "Interest rate spreads between Italy and Germany: 1995-1997," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 603-612.
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- O52 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Europe
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- Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.
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