Economic forecasts and sovereign yields

The European Commission releases twice a year economic forecasts for some macro and fiscal variables (GDP growth rate, inflation, budget balance, among others). In our research we will try to understand if the corrections made to these forecasts have an impact in sovereign yields. We will perform an...

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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Nunes, Ana Sofia (author)
Format: workingPaper
Language:eng
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10400.5/5165
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/5165