Similar Search Results - EconBiz

Sovereign risk premia in the European government bond market

Bernoth, Kerstin; von Hagen, Jürgen; Schuknecht, Ludger - 2004

This paper provides a study of bond yield differentials among EU eurobonds issued between 1991 and 2002. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk premia which increase with the debt, deficit and debt-service ratio and depend positively on...

Persistent link: https://www.econbiz.de/10010301243

Sovereign Risk Premiums in the European Government Bond Market

Bernoth, Kerstin; von Hagen, Jürgen; Schuknecht, Ludger - 2006

This paper provides a study of bond yield differentials among EU government bonds issued between 1993 and 2005 on the basis of a unique dataset of issue spreads in the US and DM (Euro) bond market. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk...

Persistent link: https://www.econbiz.de/10010334068

Sovereign risk premia in the European government bond market

Bernoth, Kerstin; von Hagen, Jürgen; Schuknecht, Ludger - 2004

This paper provides a study of bond yield differentials among EU eurobonds issued between 1991 and 2002. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk premia which increase with the debt, deficit and debt-service ratio and depend positively on...

Persistent link: https://www.econbiz.de/10011604415

Sovereign risk premia in the European government bond market

Bernoth, Kerstin; von Hagen, Jürgen; Schuknecht, Ludger - Zentrum für Europäische Integrationsforschung (ZEI), … - 2004

This paper provides a study of bond yield differentials among EU eurobonds issued between 1991 and 2002. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk premia which increase with the debt, deficit and debt-service ratio and depend positively on...

Persistent link: https://www.econbiz.de/10008534504

Sovereign risk premia in the European government bond market

Bernoth, Kerstin; von Hagen, Jürgen; Schuknecht, Ludger - European Central Bank - 2004

This paper provides a study of bond yield differentials among EU eurobonds issued between 1991 and 2002. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk premia which increase with the debt, deficit and debt-service ratio and depend positively on...

Persistent link: https://www.econbiz.de/10005162910

Sovereign risk premia in the European government bond market

Bernoth, Kerstin (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002233642

Sovereign risk premia in the European government bond market

Bernoth, Kerstin; Hagen, Jürgen von; Schuknecht, Ludger - 2003

Persistent link: https://www.econbiz.de/10002159446

Sovereign risk premiums in the European government bond market

Bernoth, Kerstin; Hagen, Jürgen von; Schuknecht, Ludger - In: Journal of international money and finance 31 (2012) 5, pp. 975-995

Persistent link: https://www.econbiz.de/10009671981

Sovereign risk premiums in the European Government bond market

Bernoth, Kerstin; Hagen, Jürgen von; Schuknecht, Ludger - 2006

This paper provides a study of bond yield differentials among EU government bonds issued between 1993 and 2005 on the basis of a unique dataset of issue spreads in the US and DM (Euro) bond market. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk...

Persistent link: https://www.econbiz.de/10010365887

Sovereign risk premia in the European government bond market

Bernoth, Kerstin; Hagen, Jürgen von; Schuknecht, Ludger - 2004 - Revised, April 2004

This paper provides a study of bond yield differentials among EU eurobonds issued between 1991 and 2002. Interest differentials between bonds issued by EU countries and Germany or the USA contain risk premia which increase with the debt, deficit and debt-service ratio and depend positively on...

Persistent link: https://www.econbiz.de/10010519044

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