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. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Government securities--Econometric models. Rate of return--Econometric models. Cointegration.