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Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach. (2010). Bernoth, Kerstin ; Erdogan, Burcu .
In: Discussion Papers of DIW Berlin.
RePEc:diw:diwwpp:dp1078.

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  1. Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

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  2. Langfristige Determinanten der österreichischen Inflation – die Rolle des EU-Beitritts. (2020). Rumler, Fabio ; Messner, Teresa .
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2020:i:q1-q2/20:b:10.

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  3. Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials. (2020). Klincevicius, Vitalijus ; Jurksas, Linas.
    In: Bank of Lithuania Discussion Paper Series.
    RePEc:lie:dpaper:20.

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  4. Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno.
    In: EconPol Working Paper.
    RePEc:ces:econwp:_40.

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  5. Sovereign debt crisis in Portugal and in Spain. (2019). Verdial, Nuno ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01122019.

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  6. Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability. (2017). Gabriele, Carmine ; Erce, Aitor ; Rojas, Juan ; Athanasopoulou, Marialena.
    In: Working Papers.
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  7. Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?. (2015). Zedda, Stefano ; Galliani, Clara .
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:4:p:597-614.

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  8. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151781.

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  9. .

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  10. Contagion in EU Sovereign Yield Spreads. (2014). Afonso, Antonio ; Ana Catarina Ramos Felix, .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp042014.

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  11. Sovereign spreads and financial market behavior before and during the crisis. (2014). Gajewski, Pawel.
    In: Lodz Economics Working Papers.
    RePEc:ann:wpaper:4/2014.

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  12. The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows. (2013). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Bertoli, Simone ; Brucker, Herbert ; Fernández-Huertas Moraga, Jesús ; Fernandez-HuertasMoraga, Jesus .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79693.

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  13. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0213.

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  14. Debt Contagion in Europe: A Panel-VAR Analysis. (2013). Brady, Ryan ; Bouvet, Florence ; King, Sharmila .
    In: Departmental Working Papers.
    RePEc:usn:usnawp:44.

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  15. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:52340.

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  16. The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows. (2013). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Bertoli, Simone ; Brucker, Herbert ; Fernández-Huertas Moraga, Jesús ; Fernandez-HuertasMoraga, Jesus .
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  17. The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows. (2013). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Bertoli, Simone ; Brucker, Herbert ; Fernández-Huertas Moraga, Jesús ; Fernandez-HuertasMoraga, Jesus .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00913869.

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  18. Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis. (2013). Brady, Ryan ; Bouvet, Florence ; King, Sharmila.
    In: Social Sciences.
    RePEc:gam:jscscx:v:2:y:2013:i:4:p:318-340:d:31485.

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  19. The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows. (2013). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Bertoli, Simone ; Brucker, Herbert ; Fernández-Huertas Moraga, Jesús ; Fernandez-HuertasMoraga, Jesus .
    In: Working Papers.
    RePEc:fda:fdaddt:2013-03.

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  20. The European Crisis and Migration to Germany: Expectations and the Diversion of Migration Flows. (2013). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Bertoli, Simone ; Brucker, Herbert ; Fernández-Huertas Moraga, Jesús.
    In: Working Papers.
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  21. Current Account Imbalances in the Euro Area: Does Catching up Explain the Development?. (2013). Dreger, Christian ; Belke, Ansgar.
    In: Review of International Economics.
    RePEc:bla:reviec:v:21:y:2013:i:1:p:6-17.

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  22. Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective. (2012). Szczypińska, Agnieszka ; Szczypiska, Agnieszka .
    In: MF Working Papers.
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  23. Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries. (2012). Pusch, Toralf ; Orlowski, Lucjan ; Gabrisch, Hubert.
    In: MPRA Paper.
    RePEc:pra:mprapa:41265.

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  24. The pricing of G7 sovereign bond spreads – the times, they are a-changin. (2012). Ehrmann, Michael ; D'Agostino, Antonello.
    In: MPRA Paper.
    RePEc:pra:mprapa:40604.

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  25. Fiscal and Financial Determinants of Eurozone Sovereign Spreads. (2012). Greco, Luciano ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0148.

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  26. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp362012.

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  27. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers.
    RePEc:gla:glaewp:2012_14.

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  28. Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach. (2012). Maltritz, Dominik .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:3:p:657-672.

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  29. Fiscal and financial determinants of Eurozone sovereign spreads. (2012). Caggiano, Giovanni ; Greco, Luciano.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:3:p:774-776.

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  30. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:387.

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  31. Fiscal Consolidation During a Depression. (2012). van Reenen, John ; Holland, Dawn ; Bagaria, Nitika ; VanReenen, John .
    In: CEP Special Papers.
    RePEc:cep:cepsps:27.

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  32. Zum Versagen der Marktdisziplinierung in der Finanzkrise. (2012). Tichy, Gunther.
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bla:perwir:v:13:y:2012:i::p:58-80.

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  33. Current account imbalances in the euro area: Catching up or competitiveness?. (2011). Dreger, Christian ; Belke, Ansgar.
    In: Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
    RePEc:zbw:vfsc11:48711.

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  34. Current Account Imbalances in the Euro Area: Catching up or Competitiveness?. (2011). Dreger, Christian ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:241.

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  35. Current account imbalances in the euro area: Catching up or competitiveness?. (2011). Dreger, Christian ; Belke, Ansgar.
    In: Discussion Papers.
    RePEc:zbw:euvwdp:297.

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  36. Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes. (2011). Kraus, Christina ; Weiler, Sebastian M. ; Faler, Robert ; Abukadyrova, Kamila .
    In: Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers).
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  37. Current Account Imbalances in the Euro Area: Catching up or Competitiveness?. (2011). Dreger, Christian ; Belke, Ansgar.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1106.

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  38. Rules and risk in the euro area. (2011). Wolff, Guntram ; Iara, Anna.
    In: Working Papers.
    RePEc:bre:wpaper:615.

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References

References cited by this document

  1. Aßmann, C. and Boysen-Hogrefe, J. (2009). Determinants of government bond spreads in the euro area in good times as in bad. Kiel Working Paper 1548, Kiel Institute for the World Economy.

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  4. Heppke-Falk, K. and Hufner, F. (2004). Expected budget deficits and interest rate swap spreads - Evidence for France, Germany, Italy. Discussion Paper 40/2004, Deutsche Bundesbank.

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  50. Fiscal institutions, fiscal policy and sovereign risk premia in EMU. (2008). Wolff, Guntram ; Hallerberg, Mark.
    In: Public Choice.
    RePEc:kap:pubcho:v:136:y:2008:i:3:p:379-396.

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  51. Sovereign bond market integration: the euro, trading platforms and globalisation. (2008). Wolff, Guntram ; Schulz, Alexander.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0332.

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  52. Monetary integration and the cost of borrowing. (2008). Gómez-Puig, Marta ; Gmez-Puig, Marta.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:3:p:455-479.

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  53. Government risk premiums in the bond market: EMU and Canada. (2008). Wolswijk, Guido ; von Hagen, Juergen ; Schuknecht, Ludger ; Vonhagen, Jurgen.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008879.

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  54. Moral hazard and bail-out in fiscal federations: evidence for the German Länder. (2007). Wolff, Guntram ; Heppke-Falk, Kirsten H..
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5561.

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  55. EU-15 SOVEREIGN GOVERNMENTS COST OF BORROWING AFTER SEVEN YEARS OF MONETARY UNION. (2007). Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:200711.

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  56. Fiscal institutions, fiscal policy and sovereign risk premia. (2006). Wolff, Guntram ; Hallerberg, Mark.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5099.

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  57. Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia. (2006). Wolff, Guntram ; Bernoth, Kerstin.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4470.

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  58. Sovereign Risk Premiums in the European Government Bond Market. (2006). von Hagen, Juergen ; Schuknecht, Ludger ; Bernoth, Kerstin.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:151.

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  59. Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia. (2006). Wolff, Guntram ; Bernoth, Kerstin.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:103.

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  60. Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia. (2006). Wolff, Guntram ; Bernoth, Kerstin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1732.

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