How Important are Debt and Growth Expectations for Interest Rates?

How Important are Debt and Growth Expectations for Interest Rates?
This paper uses a dataset on private-sector risk aversion as well as expectations of long-rungrowth and debt to explain trends in implied forward rates on government bonds in the G-7countries. The results show, consistent with the literature, that a one-percent rise in the long-runprojected debt-to-GDP ratio causes an increase in bond yields of... READ MORE...

Publication date: May 2015
ISBN 9781484358603
$18.00

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