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Corporate yields and sovereign yields
Bevilaqua, Julia; Hale, Galina; Tallman, Eric - 2019
Persistent link: https://www.econbiz.de/10012123481
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Yield curve changes effect on Euro area bond indexes : a partial durations approach
Fonseca, José Soares da - In: International journal of monetary economics and finance 7 (2014) 1, pp. 28-39
Persistent link: https://www.econbiz.de/10010531296
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Analysis of sovereign yield spreads behavior : the French bonds case
Vasilev, Aleksandar - 2015
The introduction of the Euro has led to price level stability and fostered growth within the European Union. Consequently, since its launch as a store of value and unit of account, there has been a clear convergence between the yield of France's sovereign debt and German benchmark. This paper...
Persistent link: https://www.econbiz.de/10011419084
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One index fits none : the conundrum of euro area inflation-linked bonds
Arnold, Ivo J. M. - In: The European journal of finance 21 (2015) 7/9, pp. 575-583
Persistent link: https://www.econbiz.de/10011301230
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Bond yield spreads in the Eurozone
Proksová, Denisa; Bohdalová, Mária - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10011303532
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Credit ratings and bond spreads of the GIIPs
Vries, Tim de; Haan, Jakob de - 2014
Persistent link: https://www.econbiz.de/10010384304
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Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads
Lange, Rutger-Jan; Lucas, André; Siegmann, Adriaan Hendrik - 2016
spreads, we use government bond yield data which provide a longer data history. We show that for the more recent sample period … 2008--2015, joint default probabilities based on CDS and bond yield data yield similar results. For the period 1987 …-2008, only the bond yield data can be used to shed light on European sovereign systemic stress. We also show that simple averages …
Persistent link: https://www.econbiz.de/10011531096
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Capital flows, long term bond yields and fiscal stance : the Eurozone policy trilemma
Canale, Rosaria Rita - In: Portuguese economic journal 14 (2015) 1/3, pp. 31-44
Persistent link: https://www.econbiz.de/10011446091
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Analysis of sovereign yield spreads behavior : the French bonds case
Vasilev, Aleksandar - 2015
The introduction of the Euro has led to price level stability and fostered growth within the European Union. Consequently, since its launch as a store of value and unit of account, there has been a clear convergence between the yield of France’s sovereign debt and German benchmark. This paper...
Persistent link: https://www.econbiz.de/10011500193
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Credit ratings and bond spreads of the GIIPS
Vries, Tim de; Haan, Jakob de - In: Applied economics letters 23 (2016) 1/3, pp. 107-111
Persistent link: https://www.econbiz.de/10011414439