Search Results - subject:"Yield differentials"

The impact of sovereign debt purchase programmes : a case study ; the Spanish-to-Portuguese bond yield spread

Cerezo, Fernando; Girón, Pablo; González-Pérez, María T. - 2024

Persistent link: https://www.econbiz.de/10014583724

The "exorbitant privilege" and "exorbitant duty" of the United States in the international monetary system : implications for developing countries

Mayer, Jörg - In: Review of world economics 157 (2021) 4, pp. 927-964

Persistent link: https://www.econbiz.de/10014307089

Systemic risk and home bias in the euro area

Battistini, Niccolò; Pagano, Marco; Simonelli, Saverio - 2013

Persistent link: https://www.econbiz.de/10010440887

Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis

Battistini, Niccolò; Pagano, Marco; Simonelli, Saverio - Centro Studi di Economia e Finanza (CSEF) - 2013

facts, and its rationale. First, we inquire to what extent the dynamics of sovereign yield differentials relative to the … risk due to the possible collapse of the euro. We do so by decomposing yield differentials and CDS spreads in a country … portfolios responds to yield differentials and to their two components, by estimating a vector error-correction model on 2008 …

Persistent link: https://www.econbiz.de/10011082500

High Yields: The Spread on German Interest Rates

Favero, Carlo A.; Giavazzi, Francesco; Spaventa, Luigi - C.E.P.R. Discussion Papers - 1996

total yield differentials: one due to expectations of exchange rate depreciation, which we call the exchange rate factor …

Persistent link: https://www.econbiz.de/10005504311

The impact of sovereign debt purchase programms. A case study: the Spanish-to-Portuguese bond yield spread

Cerezo, Fernando; Girón, Pablo; González-Pérez, María T.

Este documento estudia el impacto de los programas de compra de bonos soberanos implementados por el Banco Central Europeo desde 2014, centrándose en la dinámica del diferencial de rendimiento de los bonos soberanos de España y Portugal. El análisis confirma que, si bien los factores...

Persistent link: https://www.econbiz.de/10014577613