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Short- and long-run behaviour of long-term sovereign bond yields
Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993
Persistent link: https://www.econbiz.de/10011294673
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Short and long-run behaviour of long-term sovereign bond yields
Afonso, António - 2010
This study assesses the short and long-run behaviour of long-term sovereign bond yields in OECD countries, for the period 1973-2008. We employ a dynamic panel approach to reflect financial and economic integration, and to increase the performance and accuracy of the tests. Given the existence of...
Persistent link: https://www.econbiz.de/10008732265
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Sovereign indebtedness and financial and fiscal conditions
Afonso, António; Jalles, João Tovar - In: Applied economics letters 27 (2020) 19, pp. 1611-1616
Persistent link: https://www.econbiz.de/10012315681
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An assessment of telecommunications regulation performance in the European Union
Afonso, António (contributor); Scaglioni, Carla (contributor) - 2006
Persistent link: https://www.econbiz.de/10003330174
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An Assessment of Telecommunications Regulation Performance in the European Union
Afonso, António; Scaglioni, Carla - 2013
We assess the performance of National Regulatory Authorities across 16 EU countries regarding economic regulation in …
Persistent link: https://www.econbiz.de/10014061329
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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
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Sovereign credit ratings and financial markets linkages : application to European data
Afonso, António; Furceri, Davide; Gomes, Pedro - In: Journal of international money and finance 31 (2012) 3, pp. 606-638
Persistent link: https://www.econbiz.de/10009632012
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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 government yield spreads before and after announcements from rating agencies (Standard & Poor's, Moody's, Fitch). Our results show: significant responses of government bond yield...
Persistent link: https://www.econbiz.de/10009160019
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Beyond borders : assessing the influence of geopolitical tensions on sovereign risk dynamics
Afonso, António; Alves, José; Monteiro, Sofia - 2023
We assess the impact of geopolitical risk and world uncertainty on the sovereign debt risk of 26 European Economies …
Persistent link: https://www.econbiz.de/10014442414
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Sovereign Credit Ratings and Financial Markets Linkages : Application to European Data
Afonso, António - 2011
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of government yield spreads before and after announcements from rating agencies (Standard & Poor's, Moody's, Fitch). Our results show: significant responses of government bond yield...
Persistent link: https://www.econbiz.de/10013124928