The risk premium on brazilian government debt, 1996-2002

Página do item simplificado
dc.contributor.affiliationFGV
dc.contributor.authorLoureiro, André Soares
dc.contributor.authorBarbosa, Fernando de Holanda
dc.contributor.unidadefgvEscolas::EPGEpor
dc.date.accessioned2008-05-13T15:23:58Z
dc.date.accessioned2010-09-23T18:57:42Z
dc.date.available2008-05-13T15:23:58Z
dc.date.available2010-09-23T18:57:42Z
dc.date.issued2003-06-28
dc.description.abstractThe goal of this paper is to identify the determinants of the risk premium on Brazilian government debt. As the risk premium is a component of the interest rate set by the Brazilian central bank, its reduction would make it possible for the central bank to cut interest rates to levels compatible with a higher economic growth environment. The empirical evidence presented in this paper does not reject the hypotheses that fiscal solvency and the size of the public debt affect the risk premium as measured by the spread over treasury bills of the Brazilian C-bond.eng
dc.identifier.issn0104-8910
dc.identifier.urihttps://hdl.handle.net/10438/427
dc.language.isoeng
dc.publisherEscola de Pós-Graduação em Economia da FGVpor
dc.relation.ispartofseriesEnsaios Econômicos;485por
dc.subjectRisk premiumeng
dc.subjectGovernment debtpor
dc.subject.areaEconomiapor
dc.subject.bibliodataEconomiapor
dc.subject.bibliodataRisco (Economia)por
dc.subject.bibliodataDívida pública - Brasilpor
dc.titleThe risk premium on brazilian government debt, 1996-2002eng
dc.typeWorking Papereng

Arquivos

Pacote original

Agora exibindo 1 - 1 de 1
Imagem de Miniatura
Nome:
1330.pdf
Tamanho:
359.54 KB
Formato:
Adobe Portable Document Format
Baixar

Coleções

FGV EPGE - Ensaios Econômicos