Other publications may include books, quarterly reviews, annual reports and economic bulletins from the ECB, PhD theses and Danmarks Nationalbank’s policies.
The 10-Year Yield Spread between Denmark and Germany
A switch to a new 10-year benchmark bond in Denmark or Germany can entail leaps in the traditional yield spread that do not reflect differences in yield developments, but rather differences in the remaining term to maturity of the old and new benchmark bonds. This article considers the pros and cons of alternative methods for calculation of the yield spread.