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

Author:

Afonso António,Strauch Rolf

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Understanding the determinants of government debt ratings: evidence for the two leading agencies;Afonso;Journal of Economics and Finance,2003

2. 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.

3. Default risk on government debt in OECD countries;Alesina;Economic Policy,1992

4. 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. Yield spreads on EMU government bonds;Codogno;Economic Policy,2003

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