Open Access Senior Thesis
Bachelor of Arts
This paper analyzes macroeconomic factors and their effect on 2-year government bonds of 11 countries in the European Monetary Union. I specifically looked at how a simultaneous budget and trade surplus effect a country's bond yield spread relative to Germany's bond yield. My model showed that double surplus countries have a larger yield spread than countries that do not have a double surplus.
Cook, David, "Pricing Bond Yields in the European Bond Market" (2010). CMC Senior Theses. 9.