Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust
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DOI: 10.1016/j.jfs.2016.06.004
Abstract: Abstract This paper provides further analysis on the determinants of sovereign debt spreads for peripheral Eurozone countries since the start of EMU, paying special attention to episodes that characterized the global financial crisis aftermath starting… read more here.
Keywords: spreads emu; time varying; debt spreads; time ... See more keywords