Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?
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DOI: 10.1007/s10663-022-09547-8
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More about this item
Keywords
Risk premium; Treasury bonds; Sustainability of public finances; Public-debt-to-gdp ratio;All these keywords.
JEL classification:
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
- H68 - Public Economics - - National Budget, Deficit, and Debt - - - Forecasts of Budgets, Deficits, and Debt
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