Gómez-Puig, Marta; Sosvilla-Rivero, Simón; … - In: The North American Journal of Economics and Finance 30 (2014) C, pp. 133-153
We empirically investigate the determinants of EMU sovereign bond yield spreads with respect to the German bund. Using panel data techniques, we examine the role of a wide set of potential drivers. To our knowledge, this paper presents one of the most exhaustive compilations of the variables...