What explains the recent widening in sovereign bond yield spreads?
What explains the recent widening in sovereign bond yield spreads?
What explains the recent widening in sovereign bond yield spreads?
Οικονομία & Αγορές
01 Μαρτίου 2010
An empirical framework for studying the evolution and determinants of sovereign credit spreads in the euro area, including a Dynamic Panel Model for explaining and forecasting sovereign bond yield spreads in the euro area and a simple fundamentals-based valuation framework for spreads.