Fiscal policy events and interest rate swap spreads: evidence from the EU
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- 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, vol. 17(3), pages 261-276, July.
References listed on IDEAS
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- 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, vol. 17(3), pages 261-276, July.
- Strauch, Rolf & Afonso, António, 2004. "Fiscal policy events and interest rate swap spreads: evidence from the EU," Working Paper Series 303, European Central Bank.
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More about this item
Keywordsfiscal policy events; interest rate swap spreads; Stability and Growth Pact;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- H30 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-23 (All new papers)
- NEP-EEC-2004-02-23 (European Economics)
- NEP-MAC-2004-02-23 (Macroeconomics)
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