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

DOI10.1007/S11079-013-9279-3MaRDI QIDQ2416062zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Fiscal consolidation and its cross-country effects
• Numerical fiscal rules for economic unions: the role of sovereign spreads
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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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