On the time-varying relationship between EMU sovereign spreads and their determinants
We use a dynamic multipath general-to-specific algorithm to capture structural instability in the link between euro area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999–August 2011. We offer new evidence suggesting a significant heterogenei...
| Autor principal: | |
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/25556 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25556 |