Bernoth, Kerstin (contributor); … - 2004
WORKING PAPER SERIES
NO. 369 / JUNE 2004
SOVEREIGN RISK
PREMIA IN THE
EUROPEAN
GOVERNMENT
BOND MARKET
by Kerstin … banknote.
WORKING PAPER SERIES
NO. 369 / JUNE 2004
SOVEREIGN RISK
PREMIA IN THE
EUROPEAN
GOVERNMENT
BOND MARKET
1
by …’ attitude towards credit risk,
measured as the yield spread between low grade US corporate bonds and
government bonds, also …