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High Yields: The Spread on German Interest Rates
10 references·16 citing·37 second hop
High Yields: The Spread on German Interest Rates (1997)High Yields: The Spread on German Interes…Rational Expectations Econometrics (2019)Rational Expectations Econome…Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Estimating and Interpreting F…The dynamic effects of aggregate demand and supply disturbances: comment (1993)The dynamic effects of aggreg…The dynamic effects of aggregate demand and supply disturbances: Comment (1993)The dynamic effects of aggreg…Stochastic trends and economic fluctuations in a small open economy (1992)Stochastic trends and economi…The Simplest Test of Target Zone Credibility (1991)The Simplest Test of Target Z…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Measuring the Term Structure of Interest Rates (1971)Measuring the Term Structure …The pricing of G7 sovereign bond spreads – The times, they are a-changin (2014)The pricing of G7 sovereign b…Rules and risk in the Euro area (2014)Rules and risk in the Euro ar…C hina's Capital Controls: Through the Prism of Covered Interest Differentials (2014)C hina's Capital Controls: Th…The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area (2013)The Impact of the Sovereign D…Sovereign risk premia: The link between fiscal rules and stability culture (2013)Sovereign risk premia: The li…The time-varying integration of euro area government bond markets (2011)The time-varying integration …Chapter 15 Deviations from Covered Interest Parity: The Case of China (2011)Chapter 15 Deviations from Co…Determinants of Government Bond Spreads in New EU Countries (2010)Determinants of Government Bo…Monetary integration and the cost of borrowing (2008)Monetary integration and the …FOOL THE MARKETS? 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this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
  • 1971Measuring the Term Structure of Interest Rates542 cited
  • 1992Stochastic trends and economic fluctuations in a small open economy203 cited
  • 1991The Simplest Test of Target Zone Credibility158 cited
  • 1993The dynamic effects of aggregate demand and supply disturbances: Comment151 cited
  • 2019Rational Expectations Econometrics140 cited
  • 1993The dynamic effects of aggregate demand and supply disturbances: comment104 cited

Cited by

  • 2008Fiscal institutions, fiscal policy and sovereign risk premia in EMU166 cited
  • 2008FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA136 cited
  • 2004Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries126 cited
  • 2013Sovereign risk premia: The link between fiscal rules and stability culture106 cited
  • 2014Rules and risk in the Euro area

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98 cited
  • 2006Fiscal policy events and interest rate swap spreads: Evidence from the EU88 cited
  • 2010Determinants of Government Bond Spreads in New EU Countries70 cited
  • 2014The pricing of G7 sovereign bond spreads – The times, they are a-changin70 cited
  • 2008Monetary integration and the cost of borrowing63 cited
  • 2002Long‐term nominal interest rates and domestic fundamentals60 cited
  • 2011The time-varying integration of euro area government bond markets59 cited
  • 2013The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area59 cited
  • 2002Pricing currency risk under currency boards50 cited
  • 2004Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU50 cited
  • 2014C hina's Capital Controls: Through the Prism of Covered Interest Differentials47 cited
  • 2011Chapter 15 Deviations from Covered Interest Parity: The Case of China36 cited