Long-run and short-run determinants of sovereign bond yields in advanced economies

Poghosyan, Tigran.

Long-run and short-run determinants of sovereign bond yields in advanced economies [electronic resource] / Tigran Poghosyan. - Washington, D.C. : International Monetary Fund, c2012. - 25 p. : ill. - IMF working paper ; WP/12/271 .

At head of title: Fiscal Affairs Department -- verso of t.p. "November 2012"-- verso of t.p.

Includes bibliographical references (p. 15-16).


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
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Government securities--Econometric models.
Rate of return--Econometric models.
Cointegration.


Electronic books.

HG4715 / .P64 2012eb