Matei, Iuliana; Cheptea, Angela - HAL - 2013
"perfect storm" that since 2009 affects EU government bond market as well? To answer this question, we propose an empirical … study of the determinants of the sovereign bond spreads of EU countries with respect to Germany during the period 2003 … changes in the fundamentals, liquidity and market risks. Second, we distinguish between EU member states within and outside …