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The relevance of fiscal rules for fiscal and sovereign yield developments

Afonso, António; Guimarães, Ana Sofia - In: Applied economics letters 22 (2015) 10/12, pp. 920-924

Persistent link: https://www.econbiz.de/10011286013

Short- and long-run behaviour of long-term sovereign bond yields

Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993

Persistent link: https://www.econbiz.de/10011294673

Decomposing and analysing the determinants of current accounts' cyclicality : evidence from the Euro area

Afonso, António; Jalles, João Tovar - In: Open economies review 30 (2019) 1, pp. 133-156

Persistent link: https://www.econbiz.de/10012153802

"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects

Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017

This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...

Persistent link: https://www.econbiz.de/10011759005