Título:

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

Autores:

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

Revista:

Applied Economics

Ano:

2015

Volume:

47

Número:

37-39

Páginas:

3971-3993

Códigos JEL:

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