Is there a Long-Term Relationship among European Sovereign Bond Yields?
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- Ian Schaeffer & Miguel D. Ramirez, 2017. "Is there a Long-Term Relationship among European Sovereign Bond Yields?," Business and Economic Research, Macrothink Institute, vol. 7(1), pages 68-86, June.
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More about this item
KeywordsEuropean Monetary Union; Fully modified ordinary least squares (FMOLS); Pairwise Granger Causality tests; Panel unit roots; Panel cointegration; Sovereign bond yields.;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913
- O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-01-29 (All new papers)
- NEP-EEC-2017-01-29 (European Economics)
- NEP-FMK-2017-01-29 (Financial Markets)
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