Determinants of sovereign bond yield spreads in the EMU: an optimal currency area perspective
In the light of the recent financial crisis, we take a panel cointegration approach that allows for structural breaks to the analysis of the determinants of sovereign bond yield spreads in nine economies of the European Monetary Union. We find evidence for a level break in the cointegrating relation...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2015
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| Assuntos: | |
| Texto completo: | https://ciencia.iscte-iul.pt/public/pub/id/21269 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/9522 |