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Revisiting sovereign bond spreads' determinants in the EMU

Afonso, António; Reis, Manuel - 2016

Persistent link: https://www.econbiz.de/10011549478

"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects

Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - In: Journal of international money and finance 86 (2018), pp. 1-30

Persistent link: https://www.econbiz.de/10012000463

Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence

Afonso, António; Jalles, João Tovar - In: Journal of international financial markets, … 58 (2019), pp. 208-224

Persistent link: https://www.econbiz.de/10012127849

Monetary developments and expansionary fiscal consolidations : evidence from the EMU

Afonso, António; Martins, Luís - In: International journal of finance & economics : IJFE 21 (2016) 3, pp. 247-265

Persistent link: https://www.econbiz.de/10011560506

Euro area time varying fiscal sustainability

Afonso, António; Jalles, João Tovar - 2015

Persistent link: https://www.econbiz.de/10011549837

Monetary developments and expansionary fiscal consolidations : evidence from the EMU

Afonso, António; Martins, Luís - 2014

Persistent link: https://www.econbiz.de/10011554870

Short- and long-run behaviour of long-term sovereign bond yields

Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993

Persistent link: https://www.econbiz.de/10011294673

Decomposing and analysing the determinants of current accounts' cyclicality : evidence from the Euro area

Afonso, António; Jalles, João Tovar - In: Open economies review 30 (2019) 1, pp. 133-156

Persistent link: https://www.econbiz.de/10012153802

"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects

Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017

This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...

Persistent link: https://www.econbiz.de/10011759005

Short and long-run behaviour of long-term sovereign bond yields

Afonso, António - 2010

-term yields ; EU ; financial integration ; panel cointegration ; bootstrap …

Persistent link: https://www.econbiz.de/10008732265