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.
