Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence

Author:

Afonso António,Tovar Jalles João

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. A pyrrhic victory? Bank bailouts and sovereign credit risk;Acharya;J. Finance,2014

2. On the time-varying relationship between EMU sovereign spreads and their determinants;Afonso;Econ. Model.,2015

3. Pricing sovereign bond risk in the European Monetary Union area: an empirical investigation;Afonso;Int. J. Finance Econ.,2014

4. Sovereign credit ratings and financial markets linkages: application to European data;Afonso;J. Int. Money Finance,2012

5. Economic volatility and sovereign yields' determinants: a time-varying approach;Afonso;ISEG Econ. Depart. WP,2016

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