Long-term government bond yields and economic forecasts: evidence for the EU
I use a panel of semi-annual vintages of growth and fiscal forecasts of the European Commission, covering the period 1998:II–2008:II, to assess its effects on 10-year government yields for 14 EU countries. Results show that yields increase with better growth forecasts and with decreases in budget ba...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10400.5/25623 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25623 |