Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; de Sola … - In: Journal of Banking & Finance 50 (2015) C, pp. 308-325
We estimate the ‘fundamental’ component of euro area sovereign bond yield spreads, i.e. the part of bond spreads that … can be justified by country-specific economic factors, euro area economic fundamentals, and international influences. The …