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Budgetary decomposition and yield spreads
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549287
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Budgetary decomposition and yield spreads
Afonso, António; Jalles, João Tovar - In: Applied economics letters 23 (2016) 13/15, pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
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Banks' portfolio of government debt and sovereign risk
Afonso, António; Alves, José; Monteiro, Sofia - 2023
We analyze domestic, foreign, and central banks holdings of public debt for 31 countries for the period of 1989-2022, applying panel regressions and quantile analysis. We conclude that an increase in sovereign risk raises the share of domestic banks' portfolio of public debt and reduces the...
Persistent link: https://www.econbiz.de/10014383613
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Determinants of non-resident government debt ownership
Afonso, António; Silva, Jorge - 2015
Persistent link: https://www.econbiz.de/10011549278
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Euro area sovereign debt crisis and debt mutualisation
Afonso, António; Alcântara, Marcelo - 2016
Persistent link: https://www.econbiz.de/10011549292
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Revisiting sovereign bond spreads' determinants in the EMU
Afonso, António; Reis, Manuel - 2016
Persistent link: https://www.econbiz.de/10011549478
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Is the supply of long-term debt independent of the term premia? : evidence from Portugal
Afonso, António; Singh, Manish K. - 2016
Persistent link: https://www.econbiz.de/10011549497
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - In: Journal of international money and finance 86 (2018), pp. 1-30
Persistent link: https://www.econbiz.de/10012000463
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Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António; Jalles, João Tovar - In: Journal of international financial markets, … 58 (2019), pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
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The determinants of sovereign bond yield spreads in the EMU
Afonso, António; Arghyrou, Michael Georgiou; … - 2012
Persistent link: https://www.econbiz.de/10011562362