|
|||||
|
|
Government bond yields in Germany and Spain—empirical evidence from better days |
|
| Authors: | Tobias Basse Christoph Wegener Frederik Kunze |
| Institution: | 1. Norddeutsche Landesbank Girozentrale, Friedrichswall 10, 30159Hannover, Germany.;2. Touro College Berlin, Am Rupenhorn 5, 14055Berlin, Germany.tobias.basse@nordlb.de;4. IPAG Business School, 184 Boulevard Saint-Germain, 75006Paris, France.;5. Center for Risk and Insurance, Otto-Brenner-Stra?e 1, 30159Hannover, Germany.;6. Faculty of Economic Sciences, Chair of Economic Policy and SME Research, University of Goettingen, Platz der Goettinger Sieben 3, 37073Goettingen, Germany. |
| Abstract: | |
| Keywords: | Uncovered interest rate parity Monetary union Fractional cointegration Interest rate forecasts |