09-102/2 - Default Risk Premia on Government Bonds in a Quantitative Macroeconomic Model

• Authors
  Falko Juessen, TU Dortmund University; Ludger Linnemann, TU Dortmund University; Andreas Schabert, TU Dortmund University
• Publication date
  November 17, 2009

• Keywords
  Sovereign default, asset pricing, fiscal policy, government debt
• JEL
  E62, G12, H6, E32