Determinants of the Portuguese government bonds yields

This paper makes an empirical analysis of the evolution of Portuguese government bonds yields in order to identify their main determinants for the period between 2000 and 2016 using quarterly data. An equation of the Portuguese government bonds yields is estimated considering three different maturit...

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Bibliographic Details
Main Author: Pinho, André Miguel dos Santos Castro (author)
Format: masterThesis
Language:eng
Published: 2018
Subjects:
Portugal
Sovereign bond yields
Cointegration
ARDL Models
Long-run and
Economia financeira
Dívida pública
Mercado de títulos
Lucro
Risco de crédito
Cointegração
PIB Produto Interno Bruto
Online Access:http://hdl.handle.net/10071/15159
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/15159

Internet

http://hdl.handle.net/10071/15159

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