Filbien, Jean-yves; Labondance, Fabien; Echinard, Yann - In: Economics Bulletin 33 (2013) 2, pp. 1170-1176
We empirically investigate the determinants of sovereign bond spreads in the euro area since the beginning of the crisis. We combine economic but also political uncertainty variables for three different groups of countries. We took into account an institutional shift in the spring 2010. Before...