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Does Debt Management Matter?

EconomicaPublished 1 May 1994
Jean‐Claude Berthélemy, Jonas Agell, Mattias Persson, Benjamin M. Friedman
Citations44
SJR quartileQ1
SJR score1.45
SNIP1.36

Abstract

Part 1 Does debt management matter?, Jonas Agell and Mats Persson: some general concepts the portfolio balance approach to debt management implementing the basic model by using historical data an alternative approach to the covariance matrix how returns adjust - the effects of endogenous prices comments, Jeffrey A. Frankel and Benjamin M. Friedman. Part 2 Debt management policy, interest rates and economic activity, Benjamin M. Friedman: debt management, interest rates and asset prices a model of interest rates and economic activity empirical assessment of the effects of debt management policies comment, Staffan Viotti.

Keywords

Economics, Econometrics and Finance