Benchmark yield undershooting in the EMU:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hamburg
HWWA, Öffentlichkeitsarbeit
2002
|
| Schriftenreihe: | HWWA discussion paper
191 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 25 S. graph. Darst. : 30 cm |
Internformat
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| 100 | 1 | |a Antzulatos, Angelos A. |d ca. 20./21. Jh. |e Verfasser |0 (DE-588)171324056 |4 aut | |
| 245 | 1 | 0 | |a Benchmark yield undershooting in the EMU |c Angelos A. Antzoulatos. [Hamburg Institute of International Economics] |
| 264 | 1 | |a Hamburg |b HWWA, Öffentlichkeitsarbeit |c 2002 | |
| 300 | |a VI, 25 S. |b graph. Darst. : 30 cm | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a HWWA discussion paper |v 191 | |
| 830 | 0 | |a HWWA discussion paper |v 191 |w (DE-604)BV014901267 |9 191 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009935572&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009935572 | ||
Datensatz im Suchindex
| _version_ | 1804129393988075520 |
|---|---|
| adam_text | CONTENTS
Abstract VI
1. Introduction 1
2. Data and Premliminary Results 3
3. Explanation and Testable Implications 12
4. Empirical Evidence 18
5. Concluding Remarks 21
References 23
Appendix 25
List of Tables
Table 1: Ten Year Benchmark Government Bond Spreads (basis points) 6
Table 2: Change in the Spread (basis points) 11
Table 3: Test I Strengthening the Conditions for A Likely Yield
Undershooting 19
Table 4: Test III Time Series Evidence 20
List of Figures
Figure 1: Benchmark Yield (Germany) Spreads (Netherlands, Belgium) 7
Figure 2: Change in the Spread (ASt) vs. Change in the German Yield (AyG,t) 9
Figure 3: Likely Spread Adjustment when the German Yield Increases
(AyG,t 0) 14
Figure 4: Consistency Check Undershooting vs. Adjustment Speed 21
V
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| any_adam_object | 1 |
| author | Antzulatos, Angelos A. ca. 20./21. Jh |
| author_GND | (DE-588)171324056 |
| author_facet | Antzulatos, Angelos A. ca. 20./21. Jh |
| author_role | aut |
| author_sort | Antzulatos, Angelos A. ca. 20./21. Jh |
| author_variant | a a a aa aaa |
| building | Verbundindex |
| bvnumber | BV014615622 |
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| ctrlnum | (OCoLC)76361305 (DE-599)BVBBV014615622 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV014615622 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:04:26Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009935572 |
| oclc_num | 76361305 |
| open_access_boolean | |
| owner | DE-N2 DE-521 DE-83 DE-11 DE-188 |
| owner_facet | DE-N2 DE-521 DE-83 DE-11 DE-188 |
| physical | VI, 25 S. graph. Darst. : 30 cm |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | HWWA, Öffentlichkeitsarbeit |
| record_format | marc |
| series | HWWA discussion paper |
| series2 | HWWA discussion paper |
| spelling | Antzulatos, Angelos A. ca. 20./21. Jh. Verfasser (DE-588)171324056 aut Benchmark yield undershooting in the EMU Angelos A. Antzoulatos. [Hamburg Institute of International Economics] Hamburg HWWA, Öffentlichkeitsarbeit 2002 VI, 25 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier HWWA discussion paper 191 HWWA discussion paper 191 (DE-604)BV014901267 191 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009935572&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Antzulatos, Angelos A. ca. 20./21. Jh Benchmark yield undershooting in the EMU HWWA discussion paper |
| title | Benchmark yield undershooting in the EMU |
| title_auth | Benchmark yield undershooting in the EMU |
| title_exact_search | Benchmark yield undershooting in the EMU |
| title_full | Benchmark yield undershooting in the EMU Angelos A. Antzoulatos. [Hamburg Institute of International Economics] |
| title_fullStr | Benchmark yield undershooting in the EMU Angelos A. Antzoulatos. [Hamburg Institute of International Economics] |
| title_full_unstemmed | Benchmark yield undershooting in the EMU Angelos A. Antzoulatos. [Hamburg Institute of International Economics] |
| title_short | Benchmark yield undershooting in the EMU |
| title_sort | benchmark yield undershooting in the emu |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009935572&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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