Interest-rate spread and public-debt dynamics in a two-country monetary-union portfolio model

DOI10.1007/S11079-013-9279-3zbMATH Open1412.91203OpenAlexW2039050164MaRDI QIDQ2416062FDOQ2416062

Authors: Roberto Tamborini 

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-013-9279-3

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zbMATH Keywords

European Monetary Unionpublic debt dynamicsportfolio models of public debt

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• External imbalances and fiscal fragility in the euro area

Cited In (5)

• International cross-holdings of bonds in a two-good DSGE model
• Numerical fiscal rules for economic unions: the role of sovereign spreads
• What determines the share of non-resident public debt ownership? Evidence from Euro area countries
• Government debt denomination policies before and after the EMU advent
• Fiscal consolidation and its cross-country effects

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