All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

The Utilization of Sovereign Bond Spreads: The Case of V4 Countries

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00076113" target="_blank" >RIV/00216224:14560/14:00076113 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The Utilization of Sovereign Bond Spreads: The Case of V4 Countries

  • Original language description

    The yield curve ? specifically the spread between long term and short term interest rates is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in predicting recessions two to six quarters ahead. The steepness of the yield curve should be an excellent indicator of a possible future economic activity. A rise in the short rate tends to flatten the yield curve as well as to slow real growth the near term. This paper aims to analyze the dependence between slope of the yield curve and an economic activity of V4 countries (Czech Republic, Hungary, Poland, Slovakia) between the years 2000 and 2013. The slope of the yield curve can be measured as the yield spread between sovereign 10-yearbonds and sovereign 3-month bonds. The natural and probably the most popular measure of economic growth is by GDP growth, taken quarterly. The results showed that the best predictive lags differ in each country and each time span we chos

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 11th International Scientific Conference European Financial Systems 2014

  • ISBN

    9788021071537

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    266-271

  • Publisher name

    Masaryk University

  • Place of publication

    Brno

  • Event location

    Lednice

  • Event date

    Jan 1, 2014

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article

    000350701500035