Default Premia on European Government Debt

Weltwirtschaftliches Archiv

Volumn 136, Issue 2, 2000, Pages 259-283

  Lønning, Ingunn M ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034374697     PISSN: 00432636     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02707688     Document Type: Article

References (12)

1. Alesina, A., A. Prati, and G. Tabellini (1990). Public Confidence and Debt Management: A Model and a Case Study of Italy. In R. Dornbusch and M. Draghi (eds.), Public Debt Management: Theory and History. Cambridge: Cambridge University Press for CEPR.
2. Alesina, A., M. De Broeck, A. Prati, and G. Tabellini (1992). Default Risk on Government Debt in OECD Countries. Economic Policy (October): 427-451.
3. Eaton, J., and M. Gersovitz (1981). Debt with Potential Repudiation: A Theoretical and Empirical Analysis. Review of Economic Studies 48 (2): 289-309.
4. Eichengreen, B. (1990). One Money for Europe? Lessons from the US Currency Union. Economic Policy 5 (10): 119-186.
5. Eichengreen, B., and T. Bayoumi (1994). The Political Economy of Fiscal Restrictions: Implications for Europe from the United States. European Economic Review 38 (3-4): 783-791.
6. Giovannini, A., and G. Piga (1992). Understanding the High Interest Rates on Italian Government Securities. CEPR Discussion Paper Series 720. London.
7. Goldstein, M., and G. Woglom (1992). Market-based Fiscal Discipline in Monetary Unions. In M. B. Canzoneri, V. Grilli, and P. R. Masson (eds.), Establishing a Central Bank. Issues in Europe and Lessons from the US. Cambridge: Cambridge University Press for CEPR.
8. Gros, D., and N. Thygesen (1992). European Monetary Integration. London: Longman.
9. Liu, P., and A. Thakor (1984). Interest Yields, Credit Ratings, and Economic Characteristics of State Bonds: An Empirical Analysis. Journal of Money, Credit and Banking 16 (3): 345-350.
10. OECD (1993). OECD Economic Outlook. 53 (June). Paris: OECD.
11. Stiglitz, J., and A. Weiss (1981). Credit Rationing in Markets with Imperfect Information. American Economic Review 71 (3): 393-410.
12. Yawitz, J. B., K. J. Maloney, and L. H. Ederington (1985). Taxes, Default Risk, and Yield Spreads. Journal of Finance 40 (4): 1127-1140.