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Volumn 17, Issue 3, 2007, Pages 261-276

Fiscal policy events and interest rate swap spreads: Evidence from the EU

Author keywords

Fiscal policy events; Interest rate swap spreads; Stability and Growth Pact

Indexed keywords


EID: 34248634593     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.12.002     Document Type: Article
Times cited : (30)

References (13)
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  • 2
    • 34248675435 scopus 로고    scopus 로고
    • Afonso, A., Strauch, R., 2004. Fiscal policy events and interest rate swap spreads: some evidence from the EU. ECB Working Paper, European Central Bank, 303.
  • 4
    • 34248675967 scopus 로고    scopus 로고
    • Bernoth, K., von Hagen, J., Schuknecht, L., 2004. Sovereign risk premia in the European government bond market. ECB Working Paper, European Central Bank, 369.
  • 5
    • 0242369007 scopus 로고    scopus 로고
    • Yield spreads on EMU government bonds
    • Codogno L., Favero C., and Missale A. Yield spreads on EMU government bonds. Economic Policy 18 (2003) 505-532
    • (2003) Economic Policy , vol.18 , pp. 505-532
    • Codogno, L.1    Favero, C.2    Missale, A.3
  • 6
    • 34248636170 scopus 로고    scopus 로고
    • European Commission, 2003. Quarterly Report on the Euro Area No. I/2003. European Commission, Brussels.
  • 8
    • 34248640063 scopus 로고    scopus 로고
    • Ehrmann, M., Fratzscher, M., 2002. Interdependence between the euro area and the US: what role for EMU. ECB Working Paper, European Central Bank, 200.
  • 9
    • 0000688045 scopus 로고    scopus 로고
    • High yields: the spread on German interest rates
    • Favero C., Giavazzi F., and Spaventa L. High yields: the spread on German interest rates. Economic Journal 107 (1997) 956-985
    • (1997) Economic Journal , vol.107 , pp. 956-985
    • Favero, C.1    Giavazzi, F.2    Spaventa, L.3
  • 10
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    • Credit risks and European government bond markets: a panel data econometric analysis
    • Lemmen J., and Goodhart C. Credit risks and European government bond markets: a panel data econometric analysis. Eastern Economic Journal 25 (1999) 77-107
    • (1999) Eastern Economic Journal , vol.25 , pp. 77-107
    • Lemmen, J.1    Goodhart, C.2
  • 11
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    • Lønning, I., 2000. Default premia in European government debt. Weltwirtschaftliches Archiv 136, 259-283.
  • 13
    • 0035030821 scopus 로고    scopus 로고
    • Event study concerning international bond price effects of credit rating actions
    • Steiner M., and Heinke V. Event study concerning international bond price effects of credit rating actions. International Journal of Finance and Economics 6 (2001) 139-187
    • (2001) International Journal of Finance and Economics , vol.6 , pp. 139-187
    • Steiner, M.1    Heinke, V.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.