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The Management of Public Bond Spreads Before and After Euroland

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Author Info
Hubner, G.
Abstract

The perspective taken in this paper is strictly narrowed to the strategic choice of the composition of public debt, as opposed to the determination of the total amount borrowed. Thus, it takes as given the level of taxes and government expenditures at the moment of the choice of debt composition, and introdices their impact on their current and future costs. Such an approach allows to stick to the financial modeling of yield spreads and the identification of its determinants. The first section proposes a model for optimal choice of market and maturity for countries that do not belong to a monetary union like EMu. The next section analyses the impact of EMU on the problem, including the potential role of a coordination agency.

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Publisher Info
Paper provided by UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie in its series Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie with number 9903.

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Length: 32 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:gemame:9903

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Postal: UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie. 4000 Liege, BELGIQUE
Web page: http://www.sig.egss.ulg.ac.be/gemme/
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Related research
Keywords: DEBT BORROWING PUBLIC EXPENDITURES

Find related papers by JEL classification:
H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management
H50 - Public Economics - - National Government Expenditures and Related Policies - - - General

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This page was last updated on 2008-9-21.


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