About: Do fiscal variables matter for sovereign risk spread?

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper examines impact of fiscal policy on financial markets. In recent years, differences in government bond yields have sharply increased in the euro area. Part of this increase can be attributed to developments in public debt and contingent liabilities related to the banking sector. Price of government bonds reflects market confidence in governments' commitment towards sustainable fiscal policies. Fiscal governance has an impact on the sovereign yield spreads by reducing the probability of default. This has two effects on the sovereign spreads: first, it determines the standard risk premium that compensates for the possibility of default no matter what the extent of risk aversion is. Second, it determines the variance of the payments from the risky bond. The aim of the paper is to analyze impact of fiscal variables on sovereign risk spread in selected EU member states during 1990-2010. Panel regression is used as a basic method of research. The paper examines impact of fiscal policy on financial markets. In recent years, differences in government bond yields have sharply increased in the euro area. Part of this increase can be attributed to developments in public debt and contingent liabilities related to the banking sector. Price of government bonds reflects market confidence in governments' commitment towards sustainable fiscal policies. Fiscal governance has an impact on the sovereign yield spreads by reducing the probability of default. This has two effects on the sovereign spreads: first, it determines the standard risk premium that compensates for the possibility of default no matter what the extent of risk aversion is. Second, it determines the variance of the payments from the risky bond. The aim of the paper is to analyze impact of fiscal variables on sovereign risk spread in selected EU member states during 1990-2010. Panel regression is used as a basic method of research. (en)
Title	Do fiscal variables matter for sovereign risk spread? Do fiscal variables matter for sovereign risk spread? (en)
skos:prefLabel	Do fiscal variables matter for sovereign risk spread? Do fiscal variables matter for sovereign risk spread? (en)
skos:notation	RIV/47813059:19520/12:#0002149!RIV13-GA0-19520___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP403/11/2073)
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Szarowská, Irena
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	131777
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/12:#0002149
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	fiscal policy, debt, sovereign risk spreads, government bond yields (en)
http://linked.open.../riv/klicoveSlovo	debt government bond yields sovereign risk spreads fiscal policy
http://linked.open...ontrolniKodProRIV	[BC4850CD115E]
http://linked.open...v/mistoKonaniAkce	Brno
http://linked.open...i/riv/mistoVydani	Bučovice
http://linked.open...i/riv/nazevZdroje	Political Economy of Eurozone Crisis: Is Fiscal Union Feasible?
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Procyclicality of financial markets, asset price bubbles and macroprudential regulation
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Szarowská, Irena
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2012-01-01 (xsd:date)
number of pages	10 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Martin Stříž Publishing
https://schema.org/isbn	978-80-87106-62-4
http://localhost/t...ganizacniJednotka	19520

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