Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk
Author:
Affiliation:
1. Scientific Staff of the German Council of Economic Experts; Wiesbaden
Publisher
Wiley
Subject
Finance,Development,Geography, Planning and Development
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/infi.12042/fullpdf
Reference22 articles.
1. Aizenman , J. M. M. Hutchison Y. Jinjarak 2011 What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
2. Greece in 2010: A Tragedy without(?) Catharsis’;Antzoulatos;International Advances in Economic Research,2011
3. Determinants of Government Bond Spreads in the Euro Area: In Good Times as in Bad’;Aßmann;Empirica,2011
4. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market’;Beber;Review of Financial Studies,2009
5. Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach’;Bernoth;Journal of International Money and Finance,2012
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