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The mysterious Greek yield curve

Author

Listed:
  • Christopher J. Neely

Abstract

The hump in the Greek yield curve exists because the calculated yields assume that the bonds will pay off at their full value but market prices incorporate expectations that the payoff will be much lower.>

Suggested Citation

  • Christopher J. Neely, 2012. "The mysterious Greek yield curve," Economic Synopses, Federal Reserve Bank of St. Louis.
  • Handle: RePEc:fip:fedles:y:2012:n:6
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    File URL: http://research.stlouisfed.org/publications/es/12/ES_2012-03-02.pdf
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    Cited by:

    1. Schleer, Frauke & Semmler, Willi, 2015. "Financial sector and output dynamics in the euro area: Non-linearities reconsidered," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 235-263.
    2. Schleer, Frauke & Semmler, Willi, 2013. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

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    Keywords

    Bonds ; Government securities ; Greece;

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