Gómez-Puig, Marta; Sosvilla-Rivero, Simón; … - Institut de Recerca en Economia Aplicada (IREA), … - 2014
We empirically investigate the determinants of EMU sovereign bond yield spreads with respect to the German bund. Using … the most exhaustive compilations of the variables used in the literature to study the behaviour of sovereign yield spreads … and, in particular, to gauge the effect on these spreads of changes in market sentiment and risk aversion. We use a sample …