Aizenman, J., Hutchison, M., & Jinjarak, Y. (2013). What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. Journal of International Money and Finance, 34, 37–59.
- Akaike, H. (1974). A new look at the statistical model identification. IEEE Transactions on Automatic Control, 19(6), 716–723.
Paper not yet in RePEc: Add citation now
- Alesina, A. (2012). Discussion of Consequences of Government Deficit and Debt. International Journal of Central Banking, 8(S1), 237–242.
Paper not yet in RePEc: Add citation now
Antonakakis, N., Chatziantoniou, I., & Filis, G. (2013). Dynamic co‐movements of stock market returns, implied volatility and policy uncertainty. Economics Letters, 120(1), 87–92.
Ardagna, S., Caselli, F., & Lane, T. (2007). Fiscal discipline and the cost of public debt service: Some estimates for OECD countries. The BE Journal of Macroeconomics, 7(1), 1–33.
Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. Quarterly Journal of Economics, 131(4), 1593–1636.
Barro, R. J. (1974). Are government bonds net wealth? Journal of Political Economy, 82(6), 1095–1117.
- Becker, B., & Ivashina, V. (2018). Financial repression in the European sovereign debt crisis. Review of Finance, 22(1), 83–115.
Paper not yet in RePEc: Add citation now
- Bernoth, K., Von Hagen, J., & Schuknecht, L. (2003). The determinants of the yield differential in the EU bond market. Working paperRetrieved from http://www.soc.uoc.gr/calendar/ss6/students_papers/Bond-Project1.pdf .
Paper not yet in RePEc: Add citation now
Binswanger, M. (2000). Stock market booms and real economic activity: Is this time different. International Review of Economics & Finance, 9(4), 387–415.
Binswanger, M. (2004). Stock returns and real activity in the G‐7 countries: Did the relationship change during the 1980s? The Quarterly Review of Economics and Finance, 44(2), 237–252.
Bittlingmayer, G. (1998). Output, stock volatility, and political uncertainty in a natural experiment: Germany, 1880‐1940. Journal of Finance, 53(6), 2243–2257.
Blanchard, O. J. (1981). Output, the stock market, and interest rates. American Economic Review, 71(1), 132–143.
Blinder, A. S., & Solow, R. M. (1973). Does fiscal policy matter? Journal of Pubic Economics, 2(4), 319–337.
Boothe, P. M., & Reid, B. G. (1989). Asset returns and government budgets in a small open economy: Empirical evidence for Canada. Journal of Monetary Economics, 23(1), 65–77.
Boyd, J. H., Hu, J., & Jagannathan, R. (2005). The stock market's reaction to unemployment news: Why bad news is usually good for stocks? Journal of Finance, 60(2), 649–672.
Brown, E. C. (1955). The static theory of automatic fiscal stabilization. Journal of Political Economy, 63(5), 427–440.
Cebula, R. J. (1985). New evidence on financial crowding out. Public Choice, 46(3), 305–309.
- Chatterjee, S., & Price, B. (1991). Regression diagnostics. New York, NY: John Wiley.
Paper not yet in RePEc: Add citation now
Chung, H., & Leeper, E.M. (2007). What has financed government debt? NBER Working Paper No. 13425, Retrieved fromhttp://www.nber.org/papers/w13425.
Corsetti, G., Kuester, K., Meier, A., & Müller, G. J. (2013). Sovereign risk, fiscal policy, and macroeconomic stability. The Economic Journal, 123(566), F99–F132.
Cukierman, A., & Meltzer, A. H. (1989). A political theory of government debt and deficits in a neo‐Ricardian framework. The American Economic Review, 79(4), 713–732.
Darratt, A. F. (1988). On fiscal policy and the stock market. Journal of Money, Credit and Banking, 20(3), 353–363.
Darratt, A. F. (1990). Stock returns, money, and fiscal deficits. Journal of Financial and Quantitative Analysis, 25(3), 387–398.
Djankov, S., Ganser, T., McLiesh, C., Ramalho, R., & Shleifer, A. (2010). The effect of corporate taxes on investment and entrepreneurship. American Economic Journal: Macroeconomics, 2(3), 31–64.
Engen, E. M., & Hubbard, R. G. (2005). Federal government debt and interest rates. In NBER macroeconomics annual 2004 (Vol. 19, pp. 83–160). Cambridge, MA: MIT Press.
Evans, P. (1985). Do large deficits produce high interest rates. The American Economic Review, 75(1), 68–87.
Faini, R. (2006). Fiscal policy and interest rates in Europe. Economic Policy, 21(47), 443–489.
Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25(2), 383–417.
Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56.
Fatás, A., & Mihov, I. (2001). Government size and automatic stabilizers: International and intranational evidence. Journal of International Economics, 55(1), 3–28.
Feldstein, M. (1999). Tax avoidance and the deadweight loss of the income tax. Review of Economics and Statistics, 81(4), 674–680.
- Fernández‐Villaverde, J. (2010). Fiscal policy in a model with financial frictions. American Economic Review, 100(2), 35–40.
Paper not yet in RePEc: Add citation now
- Fisher, I. (1930). The theory of interest. New York, NY: MacMillan.
Paper not yet in RePEc: Add citation now
- Fisher, R. A. (1932). Statistical methods for research workers (4th ed.). Edinburgh: Oliver & Boyd.
Paper not yet in RePEc: Add citation now
Friedman, B.M. (1978). Crowding out or crowding in? The economic consequences of financing government deficits. NBER Working Paper No. 284.
- Gordon, M. J. (1962). The savings investment and valuation of a corporation. The Review of Economics and Statistics, 44(1), 37–51.
Paper not yet in RePEc: Add citation now
Gordon, M. J., & Shapiro, E. (1956). Capital equipment analysis: The required rate of profit. Management Science, 3(1), 102–110.
Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.
Lane, P. R. (2012). The European sovereign debt crisis. Journal of Economic Perspectives, 26(3), 49–68.
Laubach, T. (2009). New evidence on the interest rate effects of budget deficits and debt. Journal of the European Economic Association, 7(4), 858–885.
Lee, Y., & Gordon, R. H. (2005). Tax structure and economic growth. Journal of Public Economics, 89(5), 1027–1043.
Levin, A., Lin, C. F., & Chu, C. S. J. (2002). Unit root tests in panel data: Asymptotic and finite‐sample properties. Journal of Econometrics, 108(1), 1–24.
- Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics, 47(1), 13–37.
Paper not yet in RePEc: Add citation now
Lucas, R. E., Jr., & Stokey, N. L. (1983). Optimal fiscal and monetary policy in an economy without capital. Journal of Monetary Economics, 12(1), 55–93.
Maddala, G. S., & Wu, S. (1999). A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics, 61(S1), 631–652.
- McKinnon, R. (1973). Money and capital in economic development. Washington, DC: Brookings Institution.
Paper not yet in RePEc: Add citation now
Merton, R. C. (1974). On the pricing of corporate debt: The risk structure of interest rates. Journal of Finance, 29(2), 449–470.
- Mossin, J. (1966). Equilibrium in a capital asset market. Econometrica, 34(4), 768–783.
Paper not yet in RePEc: Add citation now
Park, S. (1997). The relationship between government financial condition and expected tax rates reflected in municipal bond yields. National Tax Journal, 50(1), 23–38.
Pástor, Ľ., & Veronesi, P. (2013). Political uncertainty and risk premia. Journal of Financial Economics, 110(3), 520–545.
Plosser, C. I. (1982). Government financing decisions and asset returns. Journal of Monetary Economics, 9(3), 325–352.
Plosser, C. I. (1987). Fiscal policy and the term structure. Journal of Monetary Economics, 20(2), 343–367.
Shah, A. (1984). Crowding out, capital accumulation, the stock market, and money‐financed fiscal policy. Journal of Money, Credit and Banking, 16(4), 461–473.
Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 19(3), 425–442.
- Shaw, E. (1973). Financial deepening in economic development. New York, NY: Oxford University Press.
Paper not yet in RePEc: Add citation now
Smith, G. W., & Zin, S. E. (1991). Persistent deficits and the market value of government debt. Journal of Applied Econometrics, 6(1), 31–44.
- Suisse, C. (2015). Credit Suisse global investment yearbook 2015. Zurich, Switzerland: Credit Suisse AG.
Paper not yet in RePEc: Add citation now
- Tanzi, V. (1983). The underground economy in the United States: Annual estimates, 1930‐80 (L'économie clandestine aux Etats‐Unis: Estimations annuelles, 1930‐80)(La" economía subterránea" de Estados Unidos: Estimaciones anuales, 1930‐80). Staff Papers (International Monetary Fund), 30(2), 283–305.
Paper not yet in RePEc: Add citation now
- Williams, J. B. (1938). The theory of investment value. Amsterdam: North‐Holland Publishing Company.
Paper not yet in RePEc: Add citation now
- Wren‐Lewis, S. (2010). Macroeconomic policy in light of the credit crunch: The return of counter‐cyclical fiscal policy? Oxford Review of Economic Policy, 26(1), 71–86.
Paper not yet in RePEc: Add citation now