Interest Rate Spreads between Italy and Germany 1995-1997

D'Amato, Marcello () and Barbara Pistoresi ()

Economics Working Papers from European University Institute

Abstract: In this paper the authors study the determinants of the long term yield spread between Italian and German government bonds using daily observations for a period 1 January 1995- 28 October 1997.

Keywords: INTEREST RATE; ITALY; GERMANY (search for similar items in EconPapers)
JEL-codes: E43 O52 (search for similar items in EconPapers)
Date: 1999
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Journal Article: Interest rate spreads between Italy and Germany: 1995-1997 (2001)
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