How do Experts Forecast Sovereign Spreads?

How do Experts Forecast Sovereign Spreads?
This paper assesses how forecasting experts form their expectations about future government bond spreads. Using monthly survey forecasts for France, Italy and the United Kingdom between January 1993 and October 2014, we test whether respondents consider the expected evolution of the fiscal balance—and other economic fundamentals—to be... READ MORE...

Publication date: May 2016
ISBN 9781484362068
$18.00

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Publication date: May 2016

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