The impact of sovereign and credit risk on interest rate convergence in the euro area
Year of publication: |
2014-06
|
---|---|
Authors: | Arnold, Ivo ; Ewijk, Saskia van |
Institutions: | de Nederlandsche Bank |
Subject: | bank retail rates | σ-convergence | sovereign risk | credit risk | state space model |
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The impact of sovereign and credit risk on interest rate convergence in the euro area
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