Long-run and short-run determinants of sovereign bond yields in advanced economies (Record no. 669854)

MARC details
000 -LEADER
fixed length control field 04208cam a2200685Ia 4500
001 - CONTROL NUMBER
control field ocn819351889
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240829110021.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr |||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 121126s2012 dcua ob i000 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency DJB
Language of cataloging eng
Description conventions pn
Transcribing agency DJB
Modifying agency OCLCA
-- CUS
-- IDEBK
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-- N$T
019 ## -
-- 961635938
-- 962654494
-- 966145647
-- 988483242
-- 991963576
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781475542790
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1475542798
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781475529142
035 ## - SYSTEM CONTROL NUMBER
System control number 520712
-- (N$T)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)819351889
Canceled/invalid control number (OCoLC)961635938
-- (OCoLC)962654494
-- (OCoLC)966145647
-- (OCoLC)988483242
-- (OCoLC)991963576
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG3881.5.I58
Item number W67 No. 12/271eb
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 069000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 055000
Source bisacsh
082 14 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.9
Item number L4363
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Poghosyan, Tigran,
Relator term author.
9 (RLIN) 662001
245 10 - TITLE STATEMENT
Title Long-run and short-run determinants of sovereign bond yields in advanced economies
Medium [electronic resource] /
Statement of responsibility, etc. Tigran Poghosyan.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. [Washington, D.C.] :
Name of publisher, distributor, etc. International Monetary Fund,
Date of publication, distribution, etc. ©2012.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource :
Other physical details color illustrations.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type data file
Source rda
380 ## - FORM OF WORK
Form of work Bibliography
490 1# - SERIES STATEMENT
Series statement IMF working paper ;
Volume/sequential designation WP/12/271
500 ## - GENERAL NOTE
General note Title from PDF title page (IMF Web site, viewed Nov. 26, 2012).
500 ## - GENERAL NOTE
General note "Fiscal Affairs Department"--Page 2 of pdf.
500 ## - GENERAL NOTE
General note "November 2012"--Page 2 of pdf.
520 ## - SUMMARY, ETC.
Summary, etc. "We analyze determinants of sovereign bond yields in 22 advanced economies over the 1980-2010 period using panel cointegration techniques. The application of cointegration methodology allows distinguishing between long-run (debt-to-GDP ratio, potential growth) and short-run (inflation, short-term interest rates, etc.) determinants of sovereign borrowing costs. We find that in the long-run, government bond yields increase by about 2 basis points in response to a 1 percentage point increase in government debt-to-GDP ratio and by about 45 basis points in response to a 1 percentage point increase in potential growth rate. In the short-run, sovereign bond yields deviate from the level determined by the long-run fundamentals, but about half of the deviation adjusts in one year. When considering the impact of the global financial crisis on sovereign borrowing costs in euro area countries, the estimations suggest that spreads against Germany in some European periphery countries exceeded the level determined by fundamentals in the aftermath of the crisis, while some North European countries have benefited from 'safe haven' flows"--Abstract.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages 15-16).
590 ## - LOCAL NOTE (RLIN)
Local note Added to collection customer.56279.3 - Master record variable field(s) change: 072
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Government securities
General subdivision Econometric models.
9 (RLIN) 662002
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Rate of return
General subdivision Econometric models.
9 (RLIN) 662003
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Cointegration.
9 (RLIN) 662004
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Cointegration.
Source of heading or term fast
Authority record control number (OCoLC)fst00866899
9 (RLIN) 662004
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Government securities
General subdivision Econometric models.
Source of heading or term fast
Authority record control number (OCoLC)fst00945599
9 (RLIN) 662002
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Rate of return
General subdivision Econometric models.
Source of heading or term fast
Authority record control number (OCoLC)fst01090237
9 (RLIN) 662003
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Electronic books.
9 (RLIN) 4275
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Economics / General
Source of heading or term bisacsh
9 (RLIN) 206441
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Reference
Source of heading or term bisacsh
9 (RLIN) 206442
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
9 (RLIN) 396
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element International Monetary Fund.
Subordinate unit Fiscal Affairs Department,
Relator term issuing body.
9 (RLIN) 531985
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title IMF working paper ;
Volume number/sequential designation WP/12/271.
856 40 - ELECTRONIC LOCATION AND ACCESS
Materials specified EBSCOhost
Uniform Resource Identifier <a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=520712">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=520712</a>
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994 ## -
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Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Current library Date acquired Total Checkouts Date last seen Price effective from Koha item type
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