Attinasi, Maria-Grazia; Checherita-Westphal, Cristina; … - European Central Bank - 2009
This paper uses a dynamic panel approach to explain the determinants of widening sovereign bond yield spreads vis-à-vis Germany in selected euro area countries during the period end-July 2007 to end-March 2009, when the financial turmoil developed into a full-blown financial and economic...