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Interest Rate Spreads between Italy and Germany 1995-1997

Author

Listed:
  • D'Amato, M.
  • Pistoresi, B.

Abstract

In this paper the authors study the determinants of the long term yield spread between Italian and German government bonds using daily observations for a period 1 January 1995- 28 October 1997.

Suggested Citation

  • D'Amato, M. & Pistoresi, B., 1999. "Interest Rate Spreads between Italy and Germany 1995-1997," Economics Working Papers eco99/8, European University Institute.
  • Handle: RePEc:eui:euiwps:eco99/8
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    References listed on IDEAS

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    1. Canova, Fabio & Nicol , Gianni De, 2000. "Stock Returns, Term Structure, Inflation, And Real Activity: An International Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 4(03), pages 343-372, September.
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    Cited by:

    1. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.

    More about this item

    Keywords

    INTEREST RATE ; ITALY ; GERMANY;

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe

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