Oliveira, Luís; Curto, José Dias; Nunes, João Pedro - In: Journal of International Financial Markets, … 22 (2012) 2, pp. 278-304
Using a database of Euro-denominated government bonds covering the period from January 2000 to December 2010, this paper provides an empirical analysis of the determinants of government credit spreads in the Euro-area. The analysis is divided into two sub-periods delimited by the global...