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dc.contributor.authorApergis, Nicholas
dc.contributor.authorRehman, Mobeen
dc.contributor.authorCooray, Arusha
dc.date.accessioned2020-07-07T14:04:10Z
dc.date.available2020-07-07T14:04:10Z
dc.date.issued2020-06-29
dc.identifier.citationApergis, N., Rehman, M., and Cooray, A. (2020). 'Do fiscal shocks explain bond yield in high and low debt economies'. Journal of Economic Studies, pp. 1-27.en_US
dc.identifier.issn0144-3585
dc.identifier.doi10.1108/JES-05-2019-0229
dc.identifier.urihttp://hdl.handle.net/10545/624955
dc.description.abstractThe goal of this paper is to explore determinants of short-, medium- and long-run bond yields through time series data analysis for 11 developed countries, with five of them being high-debt and remaining as the low-debt economies. By applying variance decomposition using structural vector autoregression (SVAR) model, empirical findings confirm an important role of demand and supply factors that drive the interest rates across their frequency spectrum. Our results also highlight that for interest rates of different maturities, these factors exhibit heterogeneous behavior across high- and low-debt countries during the pre- and post-crisis regimes.en_US
dc.description.sponsorshipN/Aen_US
dc.language.isoenen_US
dc.publisherEmeralden_US
dc.relation.urlhttps://www.emerald.com/insight/publication/issn/0144-3585/vol/47/iss/3en_US
dc.relation.urlhttps://www.emerald.com/insight/content/doi/10.1108/JES-05-2019-0229/full/htmlen_US
dc.rightsCC0 1.0 Universal*
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.subjectResearch Subject Categories::SOCIAL SCIENCESen_US
dc.subjectbond yields, time series data, developed countriesen_US
dc.titleDo fiscal shocks explain bond yield in high and low debt economiesen_US
dc.typeArticleen_US
dc.contributor.departmentUniversity of Derbyen_US
dc.contributor.departmentTon Duc Thang Universityen_US
dc.contributor.departmentEmbassy of Sri Lanka, Oslo, Norwayen_US
dc.identifier.journalJournal of Economic Studiesen_US
dcterms.dateAccepted2020-05-16
refterms.dateFOA2020-07-07T14:04:10Z
dc.author.detail786373en_US


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CC0 1.0 Universal
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