Title:

Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU

Authors:

António Afonso (European Central Bank, UTL)
Rolf Strauch (European Central Bank)

Journal:

Journal Of International Financial Markets, Institutions And Money

Year:

2007

Volume:

17

Pages:

261-276

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation