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Revisiting sovereign bond spreads' determinants in the EMU

Afonso, António; Reis, Manuel - 2016

Persistent link: https://www.econbiz.de/10011549478

Sovereign credit ratings and financial markets linkages : application to European data

Afonso, António; Furceri, Davide; Gomes, Pedro - 2011

Persistent link: https://www.econbiz.de/10011564852

Euro area time varying fiscal sustainability

Afonso, António; Jalles, João Tovar - 2015

Persistent link: https://www.econbiz.de/10011549837

Monetary developments and expansionary fiscal consolidations : evidence from the EMU

Afonso, António; Martins, Luís - 2014

Persistent link: https://www.econbiz.de/10011554870

"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects

Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017

This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...

Persistent link: https://www.econbiz.de/10011759005

Euro area sovereign yields and the power of QE

Afonso, António; Kazemi, Mina - 2017

Persistent link: https://www.econbiz.de/10011795132

Short and long-run behaviour of long-term sovereign bond yields

Afonso, António - 2010

-term yields ; EU ; financial integration ; panel cointegration ; bootstrap …

Persistent link: https://www.econbiz.de/10008732265

Sovereign credit ratings and financial markets linkages : application to European data

Afonso, António; Furceri, Davide; Gomes, Pedro - 2011

We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of …

Persistent link: https://www.econbiz.de/10009160019

Should we care for structural breaks when assessing fiscal sustainability?

Afonso, António (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003602933

3-Step analysis of public finances sustainability : the case of the European Union

Afonso, António (contributor); … - 2008

We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF … and revenues via SUR analysis. While results imply that public finances were not unsustainable for the EU panel, fiscal …. -- Fiscal sustainability ; EU ; panel cointegration …

Persistent link: https://www.econbiz.de/10003751092