mitigated funding needs and reduced interbank stress, and has had a significant impact on sovereign bond yields in southern euro … particularly in the southern euro area. Underlying structural problems relating to banks, the macroeconomic adjustment and the euro …

We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break …

The impact of domestic and spillover macroeconomic news from the U.S., the Eurozone and China on national sovereign … spread volatility and they are also economically more important than bad news. Bad news from China and the Eurozone generally …