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Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2013

This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy and Spain and using German interest rates as a kind of benchmark. The results reported here provide evidence for breaks between 2006 and 2008. The persistence of the yield...

Persistent link: https://www.econbiz.de/10010769217

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of Banking & Finance 41 (2014) C, pp. 109-118

Persistent link: https://www.econbiz.de/10010744377

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013

Persistent link: https://www.econbiz.de/10010332628

Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany

Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp; … - In: Application of operations research to financial markets, (pp. 407-426). 2019

Persistent link: https://www.econbiz.de/10012160047

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013

Persistent link: https://www.econbiz.de/10010239739

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of banking & finance 41 (2014), pp. 109-118

Persistent link: https://www.econbiz.de/10010408487

Liquidity risk premia in times of crisis - empirical evidence from the German covered bond market

Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp - In: Essays on empirical finance in times of crises : …, (pp. 28-42). 2016

Persistent link: https://www.econbiz.de/10011633906