The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing
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More about this item
Keywords
Government bond mispricing; macroeconomic fundamentals; market sentiment; regression analysis; credit risk migration; GDP growth;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2024-08-19 (Financial Development and Growth)
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