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Applied Economics Letters Volume 17, 2010 - Issue 15
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Original Articles

Long-term government bond yields and economic forecasts: evidence for the EU

António Afonso Department of Economics, UECE – Research Unit on Complexity and Economics, ISEG/TULisbon – Technical University of Lisbon, R. Miguel Lupi 20, 1249-078 Lisbon, Portugal and European Central Bank, Directorate General Economics, Kaiserstraße 29, Frankfurt am Main, D-60311, Frankfurt am Main, GermanyCorrespondence[email protected] [email protected]
Pages 1437-1441 | Published online: 17 Dec 2009

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Yuhuang Shang, Xuyang Zhang & Qing Wang. (2023) Interest rate term structure and the Chinese fiscal policy: a mixed frequency term structure approach. Journal of the Asia Pacific Economy 28:1, pages 33-52.
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Federico Maria Ferrara. (2020) The battle of ideas on the euro crisis: evidence from ECB inter-meeting speeches. Journal of European Public Policy 27:10, pages 1463-1486.
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António Afonso & Christophe Rault. (2015) Short- and long-run behaviour of long-term sovereign bond yields. Applied Economics 47:37, pages 3971-3993.
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Articles from other publishers (21)

Thierry Warin & Aleksandar Stojkov. (2023) Sovereign Bond Yield Differentials across Europe: A Structural Entropy Perspective. Entropy 25:4, pages 630.
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Serhan Cevik & João Tovar Jalles. (2022) This changes everything: Climate shocks and sovereign bonds⁎. Energy Economics, pages 105856.
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Tamara Teplova, Vladimir Lysenko & Tatiana Sokolova. (2021) Government Bond Yields Dominant Determinants in Emerging Non-Islamic Markets: The Resource-Based Case of Brazil. Government Bond Yields Dominant Determinants in Emerging Non-Islamic Markets: The Resource-Based Case of Brazil.
Serhan Cevik & Belma Öztürkkal. (2021) Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate?. International Finance 24:2, pages 134-154.
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Mercédesz Mészáros & Gábor Dávid Kiss. (2021) DRIVERS OF THE BOND MARKET PREMIUM IN OPEN AND SMALL ECONOMIES AROUND THE EUROZONE. Acta academica karviniensia 20:2, pages 33-47.
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Piotr Nowak, Robert Zima & Jacek Lipiec. 2021. Handbook of Climate Change Management. Handbook of Climate Change Management 2707 2729 .
Piotr Nowak, Robert Zima & Jacek Lipiec. 2020. Handbook of Climate Change Management. Handbook of Climate Change Management 1 23 .
Tamara Teplova, Tatiana V. Sokolova & Qaiser MunirTamara Teplova, Tatiana V. Sokolova & Qaiser Munir. 2020. Emerging Bond Markets. Emerging Bond Markets 77 96 .
Nicholas Apergis, Mobeen Ur Rehman & Arusha Cooray. (2020) Do fiscal shocks explain bond yield in high- and low-debt economies?. Journal of Economic Studies 48:2, pages 468-494.
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João Tovar Jalles. (2019) How Do Macroeconomic Fundamentals Affect Sovereign Bond Yields? New Evidence from European Forecasts. CESifo Economic Studies 65:1, pages 44-67.
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António Afonso & Ana Sofia Nunes. (2015) Economic forecasts and sovereign yields. Economic Modelling 44, pages 319-326.
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Nikolaos Antonakakis & Konstantinos Vergos. (2013) Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. Journal of International Financial Markets, Institutions and Money 26, pages 258-272.
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Salvatore Dell'Erba & Sergio Sola. (2013) Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel. IMF Working Papers 13:159, pages 1.
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Bao-ping Liu & Yong-xiang Wu. (2012) Dynamic multi-time regression analysis of gross domestic product in Shanghai. Dynamic multi-time regression analysis of gross domestic product in Shanghai.
Federico Maria Ferrara. (2019) The Battle of Ideas on the Euro Crisis: Evidence from ECB Inter-Meeting Speeches. SSRN Electronic Journal.
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Velmurugan Palaniyappa Shanmugam & Raghavendra R. H. Raghu. (2017) Relationship between Exchange Rate and Sovereign Bond Yield - An Empirical Analysis. SSRN Electronic Journal.
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Velmurugan Palanipappa Shanmugan. (2017) Relationship between Exchange Rate and Sovereign Bon Yield - An Empirical Analysis. SSRN Electronic Journal.
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Antonio Afonso, Michael Arghyrou & Alexandros Kontonikas. (2012) The Determinants of Sovereign Bond Yield Spreads in the EMU. SSRN Electronic Journal.
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Antonio Afonso & Ana Sofia Nunes. (2012) Economic Forecasts and Sovereign Yields. SSRN Electronic Journal.
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Antonio Afonso & Jorge Daniel Faria Silva. (2012) The Fiscal Forecasting Track Record of the European Commission and Portugal. SSRN Electronic Journal.
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Gerhard Reitschuler & Rupert Sendlhofer. (2011) Fiscal Policy, Trigger Points and Interest Rates: Additional Evidence From the U.S.. SSRN Electronic Journal.
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