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Eurozone government bond spreads : a tale of different ECB policy regimes

Eijffinger, Sylvester C. W.; Pieterse-Bloem, Mary - In: Journal of international money and finance 139 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014478239

Eurozone government bond spreads : a tale of different ecb policy regimes

Eijffinger, Sylvester C. W.; Pieterse-Bloem, Mary - 2022

Persistent link: https://www.econbiz.de/10013366523

EU economic governance and globalization

Campanella, Miriam (ed.); Eijffinger, Sylvester C. W. (ed.) - 2003

Persistent link: https://www.econbiz.de/10001759807

Regime-dependent determinants of Euro area sovereign CDS spreads

Blommestein, Hans J.; Eijffinger, Sylvester C. W.; … - In: Journal of financial stability 22 (2016), pp. 10-21

Persistent link: https://www.econbiz.de/10011703771

Regime-Dependent Determinants of Euro Area Sovereign CDS Spreads

Blommestein, Hans J. - 2015

We study the determinants of sovereign CDS spreads of five Euro Area countries (Greece, Ireland, Italy, Portugal, and Spain) after the collapse of Lehman Brothers. We find that global and/or European Monetary Union (EMU)-wide factors are the main drivers of changes in the sovereign CDS spreads...

Persistent link: https://www.econbiz.de/10013011308