characterised by a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and … between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond …

a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and residual … between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply … interventions on the time-varying risk factor sensitivities of spreads. Our results provide evidence of a new bond-pricing regime …

a weakened link between spreads and fundamentals, but with higher spreads relative to the pre-crisis period and residual … between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply … interventions on the time-varying risk factor sensitivities of spreads. Our results provide evidence of a new bond-pricing regime …

We offer a detailed empirical investigation of the EMU sovereign-debt crisis. We find a marked shift in market pricing … thereafter. We find evidence of contagion effects, particularly among EMU periphery countries. The EMU debt crisis is divided … into an early and current crisis period. Unlike the former where contagion was mainly originating from Greece, the latter …

area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999 – August … determining spreads over time as well as in terms of the magnitude of their impact on spreads. Our findings suggest that the … active since the onset of the global financial crisis and further intensifying during the sovereign debt crisis. As a general …

area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999 – August … determining spreads over time as well as in terms of the magnitude of their impact on spreads. Our findings suggest that the … active since the onset of the global financial crisis and further intensifying during the sovereign debt crisis. As a general …

We offer a detailed empirical investigation of the European sovereign debt crisis based on the theoretical model by …, the escalation of the Greek debt crisis since November 2009 is confirmed as the result of an unfavourable shift in country …

We offer a detailed empirical investigation of the European sovereign debt crisis based on the theoretical model by …, the escalation of the Greek debt crisis since November 2009 is confirmed as the result of an unfavourable shift in …

We offer a detailed empirical investigation of the European sovereign debt crisis based on the theoretical model by …, the escalation of the Greek debt crisis since November 2009 is confirmed as the result of an unfavourable shift in country …

-ordination. -- euro-area ; crisis ; spreads ; fundamentals ; expectations ; contagion ; speculation …We offer a detailed empirical investigation of the European sovereign debt crisis based on the theoretical model by …, the escalation of the Greek debt crisis since November 2009 is confirmed as the result of an unfavourable shift in country …