Similar Search Results

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 … spreads between EU countries and Germany/USA. The start of the European Monetary Union had significant effects on the bond …

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

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 premia in the European government bond market

Bernoth, Kerstin (contributor); … - 2004

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

Government bond risk premiums in the EU revisited : the impact of the financial crisis

Schuknecht, Ludger; Hagen, Jürgen von; Wolswijk, Guido … - 2009

Persistent link: https://www.econbiz.de/10003902826

Inflation risk premia in the US and the euro area

Hördahl, Peter; Tristani, Oreste - 2010

We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on inflation and interest rate expectations at various future...

Persistent link: https://www.econbiz.de/10008746583

Inflation risk premia in the term structure of interest rates

Hördahl, Peter; Tristani, Oreste - In: Journal of the European Economic Association 10 (2012) 3, pp. 634-657

Persistent link: https://www.econbiz.de/10009573890

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

Inflation risk premia in the US and the euro area

Hördahl, Peter; Tristani, Oreste - 2010

Persistent link: https://www.econbiz.de/10008904020

Government bond risk premiums in the EU revisited : the impact of the financial crisis

Hagen, Jürgen von; Schuknecht, Ludger; Wolswijk, Guido … - In: European journal of political economy 27 (2011) 1, pp. 36-43

Persistent link: https://www.econbiz.de/10009260160

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 … by EU countries and Germany or the USA contain risk premiums which increase with fiscal imbalances and depend negatively …

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