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What drives provincial‐Canada yield spreads?
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What drives provincial‐Canada yield spreads? (2007)What drives provincial‐Canada yield sprea…Do Large Deficits Produce High Interest Rates (2016)Do Large Deficits Produce Hig…Sovereign risk premiums in the European government bond market (2012)Sovereign risk premiums in th…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Do Credit Markets Discipline Sovereign Borrowers? Evidence from U.S. States (1995)Do Credit Markets Discipline …Default Risk on Government Debt in OECD Countries (1992)Default Risk on Government De…Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991)Liquidity, Maturity, and the …Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Interest Rates and Expected Future Budget Deficits in the United States (1987)Interest Rates and Expected F…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Are Government Bonds Net Wealth? (1974)Are Government Bonds Net Weal…Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Municipal Bond Debt and Sustainability in a Non-Mature Financial Market: The Case of Italy (2018)Municipal Bond Debt and Susta…Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations (2017)Determinants of sub-sovereign…Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience (2016)Sovereign bond market reactio…An Empirical Analysis of the Municipal Bond Market in Italy: Sovereign Risk and Sub‐Sovereign Levels of Government (2015)An Empirical Analysis of the …Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Multiperiod Consumption-Investment Decisions (1975)Universal Portfolios (1991)Aspects of Rational Insurance Purchasing (1992)On the private provision of public goods (1986)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)Nobel Lecture: The Economic Way of Looking at Behavior (1993)Predictability of Stock Returns: Robustness and Economic Significance (1995)Toward a Comparative Institutional Analysis (2002)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)
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  • 1974Are Government Bonds Net Wealth?5,990 cited
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  • 1992Default Risk on Government Debt in OECD Countries

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295 cited
  • 1987Interest Rates and Expected Future Budget Deficits in the United States279 cited
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    • 2016Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience59 cited
    • 2018Municipal Bond Debt and Sustainability in a Non-Mature Financial Market: The Case of Italy29 cited
    • 2015An Empirical Analysis of the Municipal Bond Market in Italy: Sovereign Risk and Sub‐Sovereign Levels of Government23 cited
    • 2017Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations23 cited