A cost-risk analysis of sovereign debt composition in CESEE
Download full text from publisher
References listed on IDEAS
- Jean-Luc Vila & Dimitri Vayanos, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
FMG Discussion Papers
dp641, Financial Markets Group.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 29308, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Jean-Luc Vila, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," NBER Working Papers 15487, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers 7547, C.E.P.R. Discussion Papers.
- Wolswijk, Guido & de Haan, Jakob, 2005. "Government debt management in the euro area - recent theoretical developments and changes in practices," Occasional Paper Series 25, European Central Bank.
- J. M. Culbertson, 1957. "The Term Structure of Interest Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 71(4), pages 485-517.
- Jaramillo, Laura & Weber, Anke, 2013.
"Bond yields in emerging economies: It matters what state you are in,"
Emerging Markets Review,
Elsevier, vol. 17(C), pages 169-185.
- Laura Jaramillo & Anke Weber, 2012. "Bond Yields in Emerging Economies; It Matters What State You Are In," IMF Working Papers 12/198, International Monetary Fund.
- D’Amico, Stefania & King, Thomas B., 2013. "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, vol. 108(2), pages 425-448.
- Robin Greenwood & Dimitri Vayanos, 2014.
"Bond Supply and Excess Bond Returns,"
Review of Financial Studies,
Society for Financial Studies, vol. 27(3), pages 663-713.
- Greenwood, Robin & Vayanos, Dimitri, 2008. "Bond Supply and Excess Bond Returns," CEPR Discussion Papers 6694, C.E.P.R. Discussion Papers.
- Greenwood, Robin & Vayanos, Dimitri, 2008. "Bond supply and excess bond returns," LSE Research Online Documents on Economics 24425, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Robin Greenwood, 2008. "Bond Supply and Excess Bond Returns," FMG Discussion Papers dp607, Financial Markets Group.
- Robin Greenwood & Dimitri Vayanos, 2008. "Bond Supply and Excess Bond Returns," NBER Working Papers 13806, National Bureau of Economic Research, Inc.
- Robert J. Barro, 1999. "Notes on Optimal Debt Management," Journal of Applied Economics, Universidad del CEMA, vol. 2, pages 281-289, November.
- Poghosyan, Tigran, 2014.
"Long-run and short-run determinants of sovereign bond yields in advanced economies,"
Elsevier, vol. 38(1), pages 100-114.
- Tigran Poghosyan, 2012. "Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies," IMF Working Papers 12/271, International Monetary Fund.
- Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015. "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series 1864, European Central Bank.
- Jagjit S Chadha & Philip Turner & Fabrizio Zampolli, 2013.
"The interest rate effects of government debt maturity,"
BIS Working Papers
415, Bank for International Settlements.
- Jagjit Chadha & Philip Turner & Fabrizio Zampolli, 2017. "The interest rate effects of government debt maturity," National Institute of Economic and Social Research (NIESR) Discussion Papers 476, National Institute of Economic and Social Research.
- Melecky, Martin, 2007. "A cross-country analysis of public debt management strategies," Policy Research Working Paper Series 4287, The World Bank.
- Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-1426, November.
- Liu, Sheen & Shi, Jian & Wang, Junbo & Wu, Chunchi, 2009. "The determinants of corporate bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(1), pages 85-109, February.
- International Monetary Fund, 2011. "Government Debt Issuance in the Euro Area; The Impact of the Financial Crisis," IMF Working Papers 11/21, International Monetary Fund.
- Robin Greenwood & Dimitri Vayanos, 2010. "Price Pressure in the Government Bond Market," American Economic Review, American Economic Association, vol. 100(2), pages 585-590, May.
- Axel Schimmelpfennig & Nouriel Roubini & Paolo Manasse, 2003. "Predicting Sovereign Debt Crises," IMF Working Papers 03/221, International Monetary Fund.
- Fabrizio Zampolli, 2012. "Sovereign debt management as an instrument of monetary policy: an overview," BIS Papers chapters,in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 97-118 Bank for International Settlements.
- Jack Meaning & Feng Zhu, 2012. "The impact of Federal Reserve asset purchase programmes: another twist," BIS Quarterly Review, Bank for International Settlements, March.
More about this item
Keywordsdebt management; interest rate risk; financial vulnerability; CESEE region;
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:onb:oenbfi:y:2018:i:q1-18:b:1. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Markus Eller). General contact details of provider: http://edirc.repec.org/data/oenbbat.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.