On the time-varying relationship between EMU sovereign spreads and their determinants
Year of publication: |
2015
|
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Authors: | Afonso, António ; Arghyrou, Michael Georgiou ; Bagdatoglou, George ; Kontonikas, Alexandros |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 44.2015, p. 363-371
|
Subject: | Euro area | Crisis | Spreads | Time-series analysis | Time-varying relationship | Eurozone | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond |
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On the time-varying relationship between EMU sovereign spreads and their determinants
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