Macroannouncements, bond auctions and rating actions in the European government bond spreads
Year of publication: |
May 2015
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Authors: | Boffelli, Simona ; Urga, Giovanni |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 53.2015, p. 148-173
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Subject: | Jumps | Cojumps | Government bond spreads | Macroannouncements | Government bond auctions | Rating actions | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Auktion | Auction | Auktionstheorie | Auction theory | Anleihe | Bond | Staatspapier | Government securities |
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