Title:

Level, Slope, Curvature of the Sovereign Yield Curve, and Fiscal Behaviour

Authors:

António Afonso (European Central Bank, UTL)
Manuel M. F. Martins (U Porto)

Journal:

Journal of Banking and Finance

Year:

2012

Volume:

36

Pages:

1789-1807

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
E44 - Financial Markets and the Macroeconomy
E52 - Monetary Policy (Targets, Instruments, and Effects)
G12 - Asset Pricing; Trading volume; Bond Interest Rates
H61 - Budget; Budget Systems