Determinants of government bond spreads in the Euro Area: in good times as in bad
Year of publication: |
2009
|
---|---|
Authors: | Aßmann, Christian ; Boysen-Hogrefe, Jens |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Öffentliche Anleihe | Zinsstruktur | Kreditrisiko | Risikoprämie | EU-Staaten | Deutschland | Euro Area | bond spreads | time-varying coefficients | liquidity risk | default risk |
Series: | Kiel Working Paper ; 1548 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 609099914 [GVK] hdl:10419/28375 [Handle] RePEc:zbw:ifwkwp:1548 [RePEc] |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation |
Source: |
-
Determinants of government bond spreads in the Euro area – in good times as in bad
Aßmann, Christian, (2009)
-
Determinants of government bond spreads in the Euro Area : in good times as in bad
Aßmann, Christian, (2009)
-
Risk assessment on euro area government bond markets : the role of governance
Boysen-Hogrefe, Jens, (2017)
- More ...
-
A bayesian approach to model-based clustering for panel probit models
Aßmann, Christian, (2009)
-
The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
Pape, Markus, (2013)
-
Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem
Aßmann, Christian, (2014)
- More ...