Showing 1 - 4 of 4
This note looks at US$ and DM/Euro denominated government bond spreads relative to US and German benchmark bonds before and after the start of the current financial crisis. The study finds, first, that bond yield spreads before and during the crisis can largely be explained on the basis of...
Persistent link: https://www.econbiz.de/10003970438
This paper focuses on risk premiums paid by central governments in Europe and sub-national governments in Germany, Spain, and Canada. With regard to the European governments, we are interested in how these premiums were affected by the introduction of the euro. Using data for bond yield spreads...
Persistent link: https://www.econbiz.de/10003749936
Persistent link: https://www.econbiz.de/10002233642
Persistent link: https://www.econbiz.de/10001967859