𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Determinants of Debt Maturity Structure: Evidence from France, Germany and the UK

✍ Scribed by Antonios Antoniou; Yilmaz Guney; Krishna Paudyal

Book ID
108589651
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
209 KB
Volume
12
Category
Article
ISSN
1354-7798

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Term premia and the maturity composition
Term premia and the maturity composition of the Federal debt: new evidence from the term structure of interest rates
✍ Basma Bekdache πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 202 KB πŸ‘ 2 views

## Abstract This paper models bond term premia empirically in terms of the maturity composition of the federal debt and other observable economic variables in a time‐varying framework with potential regime shifts. We present regression and out‐of sample forecasting results demonstrating that inform

Resuscitating the C-CAPM: empirical evid
Resuscitating the C-CAPM: empirical evidence from France and Germany
✍ Stuart Hyde; Keith Cuthbertson; Dirk Nitzsche πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 224 KB

In this paper we analyse whether the consumption based capital asset pricing model is consistent with asset return data from the French and German stock markets. We evaluate the performance of the C-CAPM by applying the nonparametric methodology of Hansen and Jagannathan and adopting five alternativ