ECTAP
 
HomeDespre ECTAEventsPolitica editorialaTrimite un articolParteneri / link-uri utileArchiveAbonamentContact
 

ISSN 1841-8678   (print)
ISSN 1844-0029   (online)

News

Archive ECTAP

Note: for the period 1994-2003 the archive of the magazine will not be available online

Supplements ECTAP

If you cannot open the pdf file you need Adobe Reader.
download Adobe Reader

Creative Commons License

Theoretical and Applied Economics
No. 2 / 2020 (623), Summer

Causes of the curve: Assessing risk in public and private financial economics

Todd J. BARRY
Western Connecticut State University, USA

Abstract. Can bond yield curves, the Anxious Index, and/or institutional factors indicate if investors expect too much risk in the short-term, and therefore recessions? While hypothesizing that they can, yield curves may also be affected by shocks, inflation, debt, and maturity preferences, controlled for using both short-term, and wide-spanning, post-World War II regressions, in various countries. While these theories are found valid, the three main hypotheses are most presaging, and the effect of debt stands out, though dependent on savings. Finally, the article analyzes risk in financial institutions, finding that diversification of society can buffer risky, volatile finance institutions, and vice-versa.

Keywords: bonds, yield curve, Anxious Index, interest rate, debt, monetary policy.

Download the full article:  

Contents

Open acces

ECTAP

Search

BOOKS

The Economicity. The Epistemic Landscape, Marin Dinu, 2016

Partners


ISSN 1841-8678 (ediția print) / ISSN 1844-0029 (ediția online)
© Copyright Asociația Generală a Economiștilor din România (AGER) / General Association of Economists From Romania  (GAER)
Redacția: 010702, București, Calea Griviței nr. 21, sector 1, E-mail: economia.ta@edeconomica.com

© 2006-2020 AGER