Short-and long-run behaviour of long-term sovereign bond yields

We assess the short- and long-run behaviour of long-term sovereign bond yields in OECD countries using a dynamic panel approach to reflect financial and economic integration. Given the existence of cross-country dependence regarding sovereign yields and its determinants, we resort to simulation and...

Full description

Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Rault, Christophe (author)
Format: article
Language:eng
Published: 2022
Subjects:
Long-Term Yields
EU
Financial Integration
Panel Cointegration
Bootstrap
Online Access:http://hdl.handle.net/10400.5/25566
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25566

Internet

http://hdl.handle.net/10400.5/25566

Similar Items