In this paper, we study the dynamics and drivers of sovereign bond yields in euro area countries using a factor model … mechanism of bond yields. Our key contribution is exploring both the global and the local dimensions of bond yield determinants … periphery euro area bond yields from the core countries yields following the financial crisis and the scope of their subsequent …

in bond markets. Asset purchase policies are not without side effects, though, as the induced scarcity has an adverse …

bond yield spreads. We consider a large sample period covering both the global financial crisis and the European sovereign …

, cumulatively, due to low bond yields since the onset of the Euro crisis. In order to determine the contribution of the "flight to … quality" to this sum, we define the flight to quality as a factor which has caused German bond yields and crisis country bond …

survey data. The influence of this indicator in determining sovereign bond yield spreads is tested using an ARDL …

survey data. The influence of this indicator in determining sovereign bond yield spreads is tested using an ARDL …

10 year government bond spreads of Belgium, France, Italy, and the Netherlands versus Germany over the period 1991 … euro implying that the efficiency of the euro area government bond markets under consideration has increased. Full …

This paper uses a dynamic panel approach to explain the determinants of widening sovereign bond yield spreads vis … debt ratios relative to Germany contributed to higher government bond yield spreads in the euro area during the analysed …

This paper uses a dynamic panel approach to explain the determinants of widening sovereign bond yield spreads vis … debt ratios relative to Germany contributed to higher government bond yield spreads in the euro area during the analysed …