Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned
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More about this item
Keywords
interest rates; sovereign spreads; public debt; panel data.;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-06-28 (Central Banking)
- NEP-EEC-2014-06-28 (European Economics)
- NEP-MAC-2014-06-28 (Macroeconomics)
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