Sovereign yield spreads in the EMU : crisis and structural determinants

We use a panel of 11 EMU countries in the period 2000-2014 to assess the importance of political and economic determinants as explanatory factors in sovereign bond yield spreads. According to the results, there is evidence that those spread determinants gained importance after the beginning of the f...

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Detalhes bibliográficos
Autor principal: Afonso, António (author)
Outros Autores: Leal, Frederico Silva (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2017
Assuntos:
Texto completo:http://hdl.handle.net/10400.5/13364
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/13364