1.
Discount Rates, Debt Maturity, and the Fiscal Theory
Corhay, Alexandre ; Kind, Thilo ; Kung, Howard ; Morales, Gonzalo
This paper examines how the transmission of government portfolio risk arising from maturity operations depends on the stance of monetary/fiscal policy. Accounting for ris[...]
2023 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
Replication code for "Discount Rates, Debt Maturity, and the Fiscal Theory"
Corhay, Alexandre ; Kind, Thilo ; Kung, Howard ; Morales, Gonzalo
Replication code for peer-reviewed article published in The Journal of Finance. Paper published online October 2, 2023. When citing this dataset, please also cite the ass[...]
2023 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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