Fiscal policy events and interest rate swap spreads: evidence from the EU
In this paper we assess the importance given in capital markets to the credibility of the European fiscal framework. We evaluate to which extent relevant fiscal policy events taking place in the course of 2002 produced a reaction in the long-term bond segment of the capital markets. Firstly, we iden...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2010
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| Texto completo: | http://hdl.handle.net/10400.5/2126 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/2126 |