Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries

The paper investigates the determinants of sovereign bond yield spreads in the Euro area and extends the models commonly used in empirical analyses by focusing on the impact of market expectations and behavioral factors.

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Year of publication:	2014
Authors:	Aristei, David ; Martelli, Duccio
Published in:	Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 76.2014, C, p. 55-84
Publisher:	Elsevier
Subject:	Sovereign spreads \| Market sentiment \| Market expectations \| Dynamic heterogeneous panel models

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Type of publication:	Article
Classification:	G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011118218