Sovereign bond yield spreads and market sentiment and expectations : empirical evidence from Euro area countries
Year of publication: |
2014
|
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Authors: | Aristei, David ; Martelli, Duccio |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 76.2014, p. 55-84
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Subject: | Sovereign spreads | Market sentiment | Market expectations | Dynamic heterogeneous panel models | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Panel | Panel study | Schätzung | Estimation | EU-Staaten | EU countries |
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