Advanced Search
MyIDEAS: Login

Citations for "High Yielders: the Spread on German Interest Rates"

by Carlo Ambrogio Favero & Francesco Giavazzi & Luigi Spaventa

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Hallerberg, Mark & Strauch, Rolf & von Hagen, Jürgen, 2004. "The design of fiscal rules and forms of governance in European Union countries," Working Paper Series, European Central Bank 0419, European Central Bank.
  2. Alessandro Roncaglia, 2013. "Luigi Spaventa," Moneta e Credito, Economia civile, Economia civile, vol. 66(263), pages 219-247.
  3. Kerstin Bernoth & Guntram B. Wolff, 2008. "Fool The Markets? Creative Accounting, Fiscal Transparency And Sovereign Risk Premia," Scottish Journal of Political Economy, Scottish Economic Society, Scottish Economic Society, vol. 55(4), pages 465-487, 09.
  4. Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(3), pages 447-460, July.
  5. D'Agostino, Antonello & Ehrmann, Michael, 2012. "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper 40604, University Library of Munich, Germany.
  6. Ardagna Silvia & Caselli Francesco & Lane Timothy, 2007. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 7(1), pages 1-35, August.
  7. Ugo Albertazzi & Tiziano Ropele & Gabriele Sene & Federico M. Signoretti, 2012. "The impact of the sovereign debt crisis on the activity of Italian banks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area 133, Bank of Italy, Economic Research and International Relations Area.
  8. Simone Salotti & Luigi Marattin, 2010. "The Euro-dividend: public debt and interest rates in the Monetary Union," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2010-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  9. Caporale, Guglielmo Maria & Williams, Geoffrey, 2002. "Long-term nominal interest rates and domestic fundamentals," Review of Financial Economics, Elsevier, Elsevier, vol. 11(2), pages 119-130.
  10. Daniele Antonucci & Alessandro Girardi, 2005. "Structural changes and deviations from the PPP within the Euro Area," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 57, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  11. Carlo A. Favero & Stefano W. Giglio, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 312, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. Volbert Alexander & Peter Anker, 1997. "Fiscal Discipline and the Question of Convergence of National Interest Rates in the European Union," Open Economies Review, Springer, Springer, vol. 8(4), pages 335-352, October.
  13. Manzoni, Katiuscia, 2002. "Modeling credit spreads: An application to the sterling Eurobond market," International Review of Financial Analysis, Elsevier, Elsevier, vol. 11(2), pages 183-218.
  14. Hjelm, Goran, 2002. "Is private consumption growth higher (lower) during periods of fiscal contractions (expansions)?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 24(1), pages 17-39, March.
  15. Pozzi, Lorenzo & Wolswijk, Guido, 2012. "The time-varying integration of euro area government bond markets," European Economic Review, Elsevier, Elsevier, vol. 56(1), pages 36-53.
  16. Heinemann, Friedrich & Winschel, Viktor, 2001. "Public deficits and borrowing costs: the missing half of market discipline," ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research 01-16, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  17. Afonso, Antonio & Strauch, Rolf, 2007. "Fiscal policy events and interest rate swap spreads: Evidence from the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 17(3), pages 261-276, July.
  18. Nicoletta Batini, 2006. "Euro area inflation persistence," Empirical Economics, Springer, Springer, vol. 31(4), pages 977-1002, November.
  19. Boschi, Melisso & Girardi, Alessandro, 2005. "Does one monetary policy fit all? the determinants of inflation in EMU countries," MPRA Paper 28554, University Library of Munich, Germany.
  20. Astrid Landschoot, 2004. "Sovereign credit spreads and the composition of the government budget," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 140(3), pages 510-524, September.
  21. Coenen, Günter & Wieland, Volker, 2002. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3574, C.E.P.R. Discussion Papers.
  22. Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk : facts and puzzles from currency boards," Policy Research Working Paper Series 2815, The World Bank.
  23. Landon, Stuart & Smith, Constance E., 2007. "Government debt spillovers in a monetary union," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 18(2), pages 135-154, August.
  24. Marta Gomez Puig, 2005. "Monetary Integration and the Cost of Borrowing," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia 134, Universitat de Barcelona. Espai de Recerca en Economia.
  25. Peter Tillmann, 2003. "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 4, pages 409-431, November.
  26. Hallerberg, Mark & Wolff, Guntram B., 2006. "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre 2006,35, Deutsche Bundesbank, Research Centre.
  27. Marta Gomez-Puig, 2007. "Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 200711, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
  28. Lorenzo Pozzi & Guido Wolswijk, 2008. "Have Euro Area Government Bond Risk Premia Converged To Their Common State?," Tinbergen Institute Discussion Papers, Tinbergen Institute 08-042/2, Tinbergen Institute, revised 07 Sep 2009.
  29. Gomez-Puig, Marta, 2006. "Size matters for liquidity: Evidence from EMU sovereign yield spreads," Economics Letters, Elsevier, Elsevier, vol. 90(2), pages 156-162, February.
  30. Marta Gomez Puig, 2006. "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia 147, Universitat de Barcelona. Espai de Recerca en Economia.
  31. Anna Iara & Guntram B. Wolff, 2011. "Rules and risk in the euro area," Working Papers, Bruegel 615, Bruegel.
  32. Georges Hübner & Robert Joliet, 2013. "Government Debt Denomination Policies Before and After the EMU Advent," Open Economies Review, Springer, Springer, vol. 24(2), pages 283-309, April.
  33. Schulz, Alexander & Wolff, Guntram B., 2009. "Sovereign bond market integration: the euro, trading platforms and financial crises," MPRA Paper 16900, University Library of Munich, Germany.
  34. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2012. "The Greek financial crisis: Growing imbalances and sovereign spreads," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(3), pages 498-516.
  35. Riccardo Fiorito & Lorenzo Pecchi & Giorgio Valente, 2002. "The Market Value of Italian Government Debt, 1970-1996," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 61(1), pages 1-28, June.
  36. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  37. Samir Jahjah, 2001. "Financial Stability and Fiscal Crises in a Monetary Union," IMF Working Papers, International Monetary Fund 01/201, International Monetary Fund.
  38. Ciner, Cetin, 2007. "Dynamic linkages between international bond markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 17(4), pages 290-303, October.
  39. Manmohan S. Kumar & Jirí Jonáš & David Hauner, 2007. "Policy Credibility and Sovereign Credit," IMF Working Papers, International Monetary Fund 07/1, International Monetary Fund.
  40. Martin Cincibuch & Matrina Horníková, 2008. "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.
  41. Umberto Triacca, 2002. "Cointegration in VAR(1) process: Characterization and testing," Statistical Papers, Springer, Springer, vol. 43(3), pages 435-443, July.
  42. Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2014. "Sovereign risk premia: The link between fiscal rules and stability culture," Journal of International Money and Finance, Elsevier, Elsevier, vol. 41(C), pages 110-127.
  43. Mark Hallerberg & Guntram Wolff, 2008. "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," Public Choice, Springer, Springer, vol. 136(3), pages 379-396, September.
  44. Gunter Coenen & Volker Wieland, 2000. "A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities," Computing in Economics and Finance 2000, Society for Computational Economics 187, Society for Computational Economics.
  45. Stefano Neri, 2013. "The impact of the sovereign debt crisis on bank lending rates in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area 170, Bank of Italy, Economic Research and International Relations Area.
  46. Silvia Ardagna & Francesco Caselli & Timothy Lane, 2005. "Fiscal discipline and the cost of public debt service: some estimates for OECD countries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 3562, London School of Economics and Political Science, LSE Library.