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Citations for "High Yielders: the Spread on German Interest Rates"

by Carlo Ambrogio Favero & Francesco Giavazzi & Luigi Spaventa

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  1. Coenen, Guenter & Wieland, Volker, 2003. "A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities," CFS Working Paper Series 2003/08, Center for Financial Studies (CFS).
  2. Iara, Anna & Wolff, Guntram B., 2014. "Rules and risk in the Euro area," European Journal of Political Economy, Elsevier, vol. 34(C), pages 222-236.
  3. L. Marattin & S. Salotti, 2010. "The Euro-dividend: public debt and interest rates in the Monetary Union," Working Papers 695, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Hallerberg, Mark & Wolff, Guntram B., 2006. "Fiscal institutions, fiscal policy and sovereign risk premia," Discussion Paper Series 1: Economic Studies 2006,35, Deutsche Bundesbank, Research Centre.
  5. Silvia Ardagna & Francesco Caselli & Timothy Lane, 2005. "Fiscal discipline and the cost of public debt service: some estimates for OECD countries," LSE Research Online Documents on Economics 3562, London School of Economics and Political Science, LSE Library.
  6. Afonso, António & Strauch, Rolf, 2004. "Fiscal policy events and interest rate swap spreads: evidence from the EU," Working Paper Series 0303, European Central Bank.
  7. D’Agostino, Antonello & Ehrmann, Michael, 2014. "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 155-176.
  8. Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2014. "Sovereign risk premia: The link between fiscal rules and stability culture," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 110-127.
  9. Anne Frémont & Jacques Mélitz & Frédéric Zumer, 2000. "Discrimination par le marché entre les dettes des États membres de l'UEM," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 39-69.
  10. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
  11. Hallerberg, Mark & Strauch, Rolf & von Hagen, Jürgen, 2004. "The design of fiscal rules and forms of governance in European Union countries," Working Paper Series 0419, European Central Bank.
  12. Kerstin Bernoth & Guntram Wolff, 2006. "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," DNB Working Papers 103, Netherlands Central Bank, Research Department.
  13. Martin Cincibuch & Martina Hornikova, 2007. "Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion," Working Papers 2007/13, Czech National Bank, Research Department.
  14. Silvia Ardagna & Francesco Caselli & Timothy Lane, 2005. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," CEP Discussion Papers dp0670, Centre for Economic Performance, LSE.
  15. Gomez-Puig, Marta, 2006. "Size matters for liquidity: Evidence from EMU sovereign yield spreads," Economics Letters, Elsevier, vol. 90(2), pages 156-162, February.
  16. Ciner, Cetin, 2007. "Dynamic linkages between international bond markets," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 290-303, October.
  17. Stefano Neri, 2013. "The impact of the sovereign debt crisis on bank lending rates in the euro area," Questioni di Economia e Finanza (Occasional Papers) 170, Bank of Italy, Economic Research and International Relations Area.
  18. Heather D. Gibson & Stephan G. Hall & George S. Tavlas, 2011. "The Greek financial crisis: growing imbalances and sovereign spreads," Working Papers 124, Bank of Greece.
  19. C. Bortoli & L. Harreau & C. Pouvelle, 2014. "Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned," Working papers 494, Banque de France.
  20. Cheung, Yin-Wong & Herrala, Risto, 2013. "China's capital controls : Through the prism of covered interest differentials," BOFIT Discussion Papers 22/2013, Bank of Finland, Institute for Economies in Transition.
  21. Georges Hübner & Robert Joliet, 2013. "Government Debt Denomination Policies Before and After the EMU Advent," Open Economies Review, Springer, vol. 24(2), pages 283-309, April.
  22. Pozzi, Lorenzo & Wolswijk, Guido, 2012. "The time-varying integration of euro area government bond markets," European Economic Review, Elsevier, vol. 56(1), pages 36-53.
  23. Astrid Landschoot, 2004. "Sovereign credit spreads and the composition of the government budget," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(3), pages 510-524, September.
  24. Alessandro Roncaglia, 2013. "Luigi Spaventa," Moneta e Credito, Economia civile, vol. 66(263), pages 219-247.
  25. Lorenzo Pozzi & Guido Wolswijk, 2008. "Have Euro Area Government Bond Risk Premia Converged To Their Common State?," Tinbergen Institute Discussion Papers 08-042/2, Tinbergen Institute, revised 07 Sep 2009.
  26. Nicoletta Batini, 2006. "Euro area inflation persistence," Empirical Economics, Springer, vol. 31(4), pages 977-1002, November.
  27. Sergio L. Schmukler & Luis Serven, 2002. "Pricing Currency Risk: Facts and Puzzles from Currency Boards," NBER Working Papers 9047, National Bureau of Economic Research, Inc.
  28. Caporale, Guglielmo Maria & Williams, Geoffrey, 2002. "Long-term nominal interest rates and domestic fundamentals," Review of Financial Economics, Elsevier, vol. 11(2), pages 119-130.
  29. Marta Gómez-Puig, 2005. "Monetary Integration And The Cost Of Borrowing," Working Papers 05-05, Asociación Española de Economía y Finanzas Internacionales.
  30. Marta Gómez-Puig, 2005. "The Impact Of Monetary Union On Eu-15 Sovereign Debt Yield Spreads," Working Papers 05-11, Asociación Española de Economía y Finanzas Internacionales.
  31. Favero, Carlo A. & Giglio, Stefano W, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," CEPR Discussion Papers 5793, C.E.P.R. Discussion Papers.
  32. Mark Hallerberg & Guntram Wolff, 2008. "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," Public Choice, Springer, vol. 136(3), pages 379-396, September.
  33. Peter Tillmann, 2001. "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials," IWP Discussion Paper Series 02/2001, Institute for Economic Policy, Cologne, Germany.
  34. repec:ecb:ecbops:2014165 is not listed on IDEAS
  35. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  36. Manmohan S. Kumar & Jirí Jonáš & David Hauner, 2007. "Policy Credibility and Sovereign Credit; The Case of New EU Member States," IMF Working Papers 07/1, International Monetary Fund.
  37. Gunter Coenen & Volker Wieland, 2000. "A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities," Computing in Economics and Finance 2000 187, Society for Computational Economics.
  38. Hjelm, Goran, 2002. "Is private consumption growth higher (lower) during periods of fiscal contractions (expansions)?," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 17-39, March.
  39. Dionisis Philippas & Costas Siriopoulos, 2014. "Money factors and EMU government bond markets' convergence," Studies in Economics and Finance, Emerald Group Publishing, vol. 31(2), pages 156-167.
  40. Dieppe, Alistair & Guarda, Paolo & Other contributors & Albani, Maria & González Pandiella, Alberto & Gordo Mora, Esther & Grech, Owen & Irac, Delphine & Kilponen, Juha & Kulikov, Dmitry & Marchiori, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
  41. Marta Gómez-Puig, 2007. "EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union," Working Papers 07-03, Asociación Española de Economía y Finanzas Internacionales.
  42. Daniele Antonucci & Alessandro Girardi, 2005. "Structural changes and deviations from the PPP within the Euro Area," ISAE Working Papers 57, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  43. Ugo Albertazzi & Tiziano Ropele & Gabriele Sene & Federico M. Signoretti, 2012. "The impact of the sovereign debt crisis on the activity of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 133, Bank of Italy, Economic Research and International Relations Area.
  44. Umberto Triacca, 2002. "Cointegration in VAR(1) process: Characterization and testing," Statistical Papers, Springer, vol. 43(3), pages 435-443, July.
  45. Manzoni, Katiuscia, 2002. "Modeling credit spreads: An application to the sterling Eurobond market," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 183-218.
  46. Schulz, Alexander & Wolff, Guntram B., 2009. "Sovereign bond market integration: the euro, trading platforms and financial crises," MPRA Paper 16900, University Library of Munich, Germany.
  47. Volbert Alexander & Peter Anker, 1997. "Fiscal Discipline and the Question of Convergence of National Interest Rates in the European Union," Open Economies Review, Springer, vol. 8(4), pages 335-352, October.
  48. Heinemann, Friedrich & Winschel, Viktor, 2001. "Public deficits and borrowing costs: the missing half of market discipline," ZEW Discussion Papers 01-16, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  49. Landon, Stuart & Smith, Constance E., 2007. "Government debt spillovers in a monetary union," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 135-154, August.
  50. repec:imf:imfwpa:01/201 is not listed on IDEAS
  51. Boschi, Melisso & Girardi, Alessandro, 2005. "Does one monetary policy fit all? the determinants of inflation in EMU countries," MPRA Paper 28554, University Library of Munich, Germany.
  52. Riccardo Fiorito & Lorenzo Pecchi & Giorgio Valente, 2002. "The Market Value of Italian Government Debt, 1970-1996," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 61(1), pages 1-28, June.
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