Title:

Short- and Long-Run Behaviour of Long-Term Sovereign Bond Yields

Authors:

António Afonso (U Lisboa, State U Ceara)
Christophe Rault (U Toulouse 1 Capitole)

Journal:

Applied Economics

Year:

2015

Volume:

47

Number:

37-39

Pages:

3971-3993

JEL codes:

C58 - Financial Econometrics
F31 - Foreign Exchange
G15 - International Financial Markets
F32 - Current Account Adjustment; Short-Term Capital Movements
G12 - Asset Pricing; Trading volume; Bond Interest Rates