area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999–August … determining spreads over time as well as in terms of the magnitude of their impact on spreads. Our findings suggest that the … active since the onset of the global financial crisis and further intensifying during the sovereign debt crisis. As a general …

area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999 – August … determining spreads over time as well as in terms of the magnitude of their impact on spreads. Our findings suggest that the … active since the onset of the global financial crisis and further intensifying during the sovereign debt crisis. As a general …

area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999 – August … determining spreads over time as well as in terms of the magnitude of their impact on spreads. Our findings suggest that the … active since the onset of the global financial crisis and further intensifying during the sovereign debt crisis. As a general …

characterised by a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and … between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond …

a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and residual … between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply … interventions on the time-varying risk factor sensitivities of spreads. Our results provide evidence of a new bond-pricing regime …

characterised by a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and … between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond …

a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and residual … between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply … interventions on the time-varying risk factor sensitivities of spreads. Our results provide evidence of a new bond-pricing regime …