Are European sovereign bonds fairly priced? The role of modeling uncertainty
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- de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem, 2014. "Are European sovereign bonds fairly priced? The role of modelling uncertainty," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 239-267.
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More about this item
Keywords
Sovereign bond; Interest rate; Risk premium;JEL classification:
- 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
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2013-11-14 (Financial Markets)
- NEP-MAC-2013-11-14 (Macroeconomics)
- NEP-OPM-2013-11-14 (Open Economy Macroeconomics)
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