Economic volatility and sovereign yields’ determinants: a time-varying approach
Using monthly data for 10 euro area countries between 1999:01 and 2015:12, we take a new three-step methodological approach: first, we inspect the key determinants of 10-year government bond yield spreads; second, we compute country-specific timevarying coefficient models of spreads’ determinants; t...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10400.5/25513 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25513 |