FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1961599652> ?p ?o ?g. }

• W1961599652 abstract "This paper provides a framework for an empirical analysis of the scope for cost minimization in public debt management. It assumes that a debt manager aims at minimizing the expected cost of government’s debt portfolio for a given level of short term interest rate and subject to a number of risk and market impact constraints. The analysis is applied to the UK government debt over the period April 1985 to March 2000, by simulating “real time” interest costs of alternative portfolios constructed using monthly forecasts of return spreads based on recursive modelling (RM) procedure recently developed by Pesaran and Timmermann (1995, 2000), which limits the extent of data snooping. Statistically significant evidence of predictability of return spreads are provided before the introduction of reforms of the UK debt management system in 1995, although there seems to be little evidence of predictability once the post reform sample is included. Nevertheless, there appears to have been some scope for a small reduction in interest costs over the 1985-2000 period even if portfolio shares and their monthly changes are constrained to lie within historically observed upper and lower bounds in order to minimize the market impact effects of such changes." @default.
• W1961599652 created "2016-06-24" @default.
• W1961599652 creator A5004307122 @default.
• W1961599652 creator A5050890564 @default.
• W1961599652 date "2004-06-16" @default.
• W1961599652 modified "2023-09-27" @default.
• W1961599652 title "Scope for Cost Minimization in Public Debt Management: the Case of the UK" @default.
• W1961599652 cites W1488276425 @default.
• W1961599652 cites W1577914147 @default.
• W1961599652 cites W1603906603 @default.
• W1961599652 cites W1727659491 @default.
• W1961599652 cites W1968663536 @default.
• W1961599652 cites W1970411806 @default.
• W1961599652 cites W1970999465 @default.
• W1961599652 cites W2002659597 @default.
• W1961599652 cites W2011287014 @default.
• W1961599652 cites W2021292846 @default.
• W1961599652 cites W2041175506 @default.
• W1961599652 cites W2058815839 @default.
• W1961599652 cites W2062586813 @default.
• W1961599652 cites W2081951886 @default.
• W1961599652 cites W2110031484 @default.
• W1961599652 cites W2120641249 @default.
• W1961599652 cites W2132286633 @default.
• W1961599652 cites W2143152597 @default.
• W1961599652 cites W2147648109 @default.
• W1961599652 cites W2168175751 @default.
• W1961599652 cites W2234654013 @default.
• W1961599652 cites W2475129838 @default.
• W1961599652 cites W3121226030 @default.
• W1961599652 cites W3121429101 @default.
• W1961599652 cites W3122675222 @default.
• W1961599652 cites W3151605817 @default.
• W1961599652 cites W2037780786 @default.
• W1961599652 doi "https://doi.org/10.17863/cam.5100" @default.
• W1961599652 hasPublicationYear "2004" @default.
• W1961599652 type Work @default.
• W1961599652 sameAs 1961599652 @default.
• W1961599652 citedByCount "1" @default.
• W1961599652 crossrefType "posted-content" @default.
• W1961599652 hasAuthorship W1961599652A5004307122 @default.
• W1961599652 hasAuthorship W1961599652A5050890564 @default.
• W1961599652 hasConcept C10138342 @default.
• W1961599652 hasConcept C105795698 @default.
• W1961599652 hasConcept C106159729 @default.
• W1961599652 hasConcept C106210156 @default.
• W1961599652 hasConcept C120527767 @default.
• W1961599652 hasConcept C149782125 @default.
• W1961599652 hasConcept C15952604 @default.
• W1961599652 hasConcept C162118730 @default.
• W1961599652 hasConcept C162324750 @default.
• W1961599652 hasConcept C175025494 @default.
• W1961599652 hasConcept C187736073 @default.
• W1961599652 hasConcept C197640229 @default.
• W1961599652 hasConcept C202189257 @default.
• W1961599652 hasConcept C2780821815 @default.
• W1961599652 hasConcept C33923547 @default.
• W1961599652 hasConcept C556758197 @default.
• W1961599652 hasConcept C74510933 @default.
• W1961599652 hasConceptScore W1961599652C10138342 @default.
• W1961599652 hasConceptScore W1961599652C105795698 @default.
• W1961599652 hasConceptScore W1961599652C106159729 @default.
• W1961599652 hasConceptScore W1961599652C106210156 @default.
• W1961599652 hasConceptScore W1961599652C120527767 @default.
• W1961599652 hasConceptScore W1961599652C149782125 @default.
• W1961599652 hasConceptScore W1961599652C15952604 @default.
• W1961599652 hasConceptScore W1961599652C162118730 @default.
• W1961599652 hasConceptScore W1961599652C162324750 @default.
• W1961599652 hasConceptScore W1961599652C175025494 @default.
• W1961599652 hasConceptScore W1961599652C187736073 @default.
• W1961599652 hasConceptScore W1961599652C197640229 @default.
• W1961599652 hasConceptScore W1961599652C202189257 @default.
• W1961599652 hasConceptScore W1961599652C2780821815 @default.
• W1961599652 hasConceptScore W1961599652C33923547 @default.
• W1961599652 hasConceptScore W1961599652C556758197 @default.
• W1961599652 hasConceptScore W1961599652C74510933 @default.
• W1961599652 hasLocation W19615996521 @default.
• W1961599652 hasOpenAccess W1961599652 @default.
• W1961599652 hasPrimaryLocation W19615996521 @default.
• W1961599652 hasRelatedWork W1856648391 @default.
• W1961599652 hasRelatedWork W1874345018 @default.
• W1961599652 hasRelatedWork W1988063102 @default.
• W1961599652 hasRelatedWork W1990680106 @default.
• W1961599652 hasRelatedWork W1997214097 @default.
• W1961599652 hasRelatedWork W2000528823 @default.
• W1961599652 hasRelatedWork W2050226464 @default.
• W1961599652 hasRelatedWork W2061444541 @default.
• W1961599652 hasRelatedWork W2080202456 @default.
• W1961599652 hasRelatedWork W2109970184 @default.
• W1961599652 hasRelatedWork W2247833179 @default.
• W1961599652 hasRelatedWork W2253678502 @default.
• W1961599652 hasRelatedWork W2255347351 @default.
• W1961599652 hasRelatedWork W2516656821 @default.
• W1961599652 hasRelatedWork W2892230897 @default.
• W1961599652 hasRelatedWork W2942811285 @default.
• W1961599652 hasRelatedWork W3036801037 @default.
• W1961599652 hasRelatedWork W3125804878 @default.
• W1961599652 hasRelatedWork W3154748771 @default.
• W1961599652 hasRelatedWork W2596887875 @default.
• W1961599652 isParatext "false" @default.

• next