The pricing of G7 sovereign bond spreads – The times, they are a-changin-Reference-Cited by-同舟云学术

The pricing of G7 sovereign bond spreads – The times, they are a-changin

Published:2014-10 Issue: Volume:47 Page:155-176
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

D’Agostino Antonello,Ehrmann Michael

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

1. What is the Risk of European sovereign defaults? fiscal space, CDS spreads and market pricing of risk;Aizenman;Journal of International Money and Finance,2013

2. Systemic sovereign credit risk: lessons from the US and Europe;Ang;Journal of Monetary Economics,2013

3. Determinants of Government Bond Spreads in the Euro Area: in good times as in bad;Aßmann;Empirica,2012

4. What explains the Surge in Euro Area Sovereign spreads during the financial crisis of 2007–09?;Attinasi;Public Finance and Management,2010

5. Barrios, S., Iversen, P., Lewandowska, M., Setzer, R., 2009. Determinants of Intra-Euro Area Government Bond Spreads During the Financial Crisis. European Commission Economic Papers No. 388.

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