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Euro area sovereign yield spreads as determinants of private sector borrowing costs
Theobald, Thomas; Tober, Silke - In: Economic modelling 84 (2020), pp. 27-37
Persistent link: https://www.econbiz.de/10012210283
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Explaining long-term bond yields synchronization dynamics in Europe
Crespo Cuaresma, Jesús; Fernandez, Oscar - In: Economic modelling 133 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014548145
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Modelling European sovereign bond yields with international portfolio effects
Martin, Franck; Zhang, Jiangxingyun - In: Economic modelling 64 (2017), pp. 178-200
Persistent link: https://www.econbiz.de/10011756656
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A new test for fiscal sustainability with endogenous sovereign bond yields : evidence for EU economies
Mackiewicz-Łyziak, Joanna; Łyziak, Tomasz - In: Economic modelling 82 (2019), pp. 136-151
Persistent link: https://www.econbiz.de/10012202846
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On the time-varying relationship between EMU sovereign spreads and their determinants
Afonso, António; Arghyrou, Michael Georgiou; … - In: Economic modelling 44 (2015), pp. 363-371
Persistent link: https://www.econbiz.de/10011326191
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Fiscal stance and the sovereign risk pass-through
Beqiraj, Elton; Patella, Valeria; Tancioni, Massimiliano - In: Economic modelling 102 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012796958
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Quantifying sovereign risk in the euro area
Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Economic modelling 95 (2021), pp. 76-96
Persistent link: https://www.econbiz.de/10012695852
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Impact of the Asset Purchase Programme on euro area government bond yields using market news
De Santis, Roberto A. - In: Economic modelling 86 (2020), pp. 192-209
Persistent link: https://www.econbiz.de/10012415629
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Evaluating sovereign risk spillovers on domestic banks during the European debt crisis
Keddad, Benjamin; Schalck, Christophe - In: Economic modelling 88 (2020), pp. 356-375
Persistent link: https://www.econbiz.de/10012417241
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Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion
Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Economic modelling 56 (2016), pp. 133-147
Persistent link: https://www.econbiz.de/10011646024