A macro-financial analysis of the euro area sovereign bond market
Year of publication: |
2014-06
|
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Authors: | Dewachter, Hans ; Iania, Leonardo ; Lyrio, Marco ; Perea, Maite de Sola |
Institutions: | Nationale Bank van Belgiƫ/Banque national de Belqique (BNB) |
Subject: | Euro area sovereign bonds | yield spread decomposition | unspanned macro factors | fair spreads |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 259 42 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation |
Source: |
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