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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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Leal, Frederico Silva (author)
Format: workingPaper
Language:eng
Published: 2017
Subjects:
Public Debt
Sovereign Spreads
Fiscal Policy
Financial Crisis
EMU
Online Access:http://hdl.handle.net/10400.5/13364
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/13364

Internet

http://hdl.handle.net/10400.5/13364

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