Banks and sovereigns: an econometric analysis of an entangled relationship
In this discussion OLS regressions are used to study the factors that influence sovereign yield spreads and domestic bank indeces for a set of euro area countries. The results show that common factors explain changes in bank indeces better than in the yields. Moreover, although there is some country...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2015
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| Texto completo: | http://hdl.handle.net/10362/15368 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/15368 |