Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances
Year of publication: |
2024
|
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Authors: | Afonso, António ; Alves, José ; Monteiro, Sofia |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 94.2024, Art.-No. 102026, p. 1-22
|
Subject: | CDS | CDS spreads | External Sustainability | Fiscal Sustainability | Sovereign Risk | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Finanzpolitik | Fiscal policy | Welt | World | Kreditrisiko | Credit risk | Internationale Staatsschulden | International sovereign debt | Eurozone | Euro area | EU-Staaten | EU countries | Haushaltsdefizit | Budget deficit | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Schuldenkrise | Debt crisis | Nachhaltigkeit | Sustainability |
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