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Original Articles

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

Pages 1437-1441 | Published online: 17 Dec 2009

References

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  • Heppke-Falk, K. and Hüfner, F. (2004) Expected budget deficits and interest rate swap spreads – Evidence for France, Germany and Italy, Bundesbank Discussion Paper 40/2004.
  • Thomas , L. and Wu , D. 2009 . Long-term interest rates and expected future budget deficits: evidence from the term structure . Applied Economics Letters , 16 : 365 – 68 .
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