Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets
Year of publication: |
2011
|
---|---|
Authors: | Borgy, V. ; Laubach, T. ; Mésonnier, J-S. ; Renne, J-P. |
Institutions: | Banque de France |
Subject: | Government debt | affine term structure models | default risk | yield spreads | fiscal projections |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 61 pages |
Classification: | C32 - Time-Series Models ; E6 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook ; G12 - Asset Pricing ; H6 - National Budget, Deficit, and Debt |
Source: |
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