Fabbisogno, maturità del debito e tassi d'interesse: un modello econometrico dei titoli di Stato
<p class="FreeForm">This work builds a monthly econometric model of the main markets in sovereign bonds. It then estimates the model for the 1983-88 period by looking at the supply and demand of Italian sovereign bonds. The model gives special emphasis to the central bank’s intervent...
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| Format: | Article |
| Language: | Italian |
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Associazione Economia civile
2013-10-01
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| Series: | Moneta e Credito |
| Subjects: | |
| Online Access: | http://ojs.uniroma1.it/index.php/monetaecredito/article/view/10891 |
| Summary: | <p class="FreeForm">This work builds a monthly econometric model of the main markets in sovereign bonds. It then estimates the model for the 1983-88 period by looking at the supply and demand of Italian sovereign bonds. The model gives special emphasis to the central bank’s interventions in the options, and to open market operations in the secondary markets.</p><p class="FreeForm"> </p><p class="FreeForm"> </p><p class="FreeForm"><strong>JEL Codes:</strong> C54, E44, H62</p><p class="FreeForm"> </p> |
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| ISSN: | 2037-3651 |