The credit channel of the sovereign spread : a Bayesian SVAR analysis
Gianluca Cafiso, Alessandro Missale, Giulia Rivolta
| Year of publication: |
2025
|
|---|---|
| Authors: | Cafiso, Gianluca ; Missale, Alessandro ; Rivolta, Giulia |
| Subject: | Bank lending | Public debt sustainability | Sovereign bonds | Sovereign spread shocks | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Schock | Shock | Geldpolitische Transmission | Monetary transmission | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Länderrisiko | Country risk | Kreditgeschäft | Schätzung | Estimation | Eurozone | Euro area |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106984 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195154