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Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation

Afonso, António; Arghyrou, Michael Georgiou; … - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 49-56

Persistent link: https://www.econbiz.de/10010470962

Does austerity pay off? : conference paper

Born, Benjamin; Müller, Gernot J.; Pfeifer, Johannes - 2014

market confidence, bringing about a reduction in yield spreads? We employ a new panel data set which contains sovereign yield …

Persistent link: https://www.econbiz.de/10010481328

How do experts forecast sovereign spreads?

Cimadomo, Jacopo; Claeys, Peter; Poplawski-Ribeiro, Marcos - In: European economic review : EER 87 (2016), pp. 216-235

Persistent link: https://www.econbiz.de/10011770833

Term premia and short rate expectations in the euro area

Berardi, Andrea - In: Journal of empirical finance 74 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014477077

An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis

Gómez Puig, Marta; Sosvilla-Rivero, Simón; … - In: The North American journal of economics and finance : a … 30 (2014), pp. 133-153

Persistent link: https://www.econbiz.de/10010463543

Investigating the behaviour of sovereign risk for Eurozone countries

Agiakloglou, Christos N.; Deligiannakis, Emmanouil; … - In: Applied economics 53 (2021) 53, pp. 6204-6212

Persistent link: https://www.econbiz.de/10012650392

Does pandemic risk affect yield spreads in the EMU?

Matei, Iuliana - In: International economics : a journal published by CEPII … 172 (2022), pp. 431-450

Persistent link: https://www.econbiz.de/10014339439

Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve

Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2015

Persistent link: https://www.econbiz.de/10011437580

Yield curves from different bond data sets

Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Review of derivatives research 23 (2020) 2, pp. 191-226

Persistent link: https://www.econbiz.de/10012229792

Sovereign bond spreads and credit sensitivity

Schefer, Ricardo - 2020

Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because they have no contractual claims to defined assets and samples of defaults are limited. A geometric version of credit spread is used to derive expected payments, dependent on...

Persistent link: https://www.econbiz.de/10012307696