Revisiting sovereign bond spreads’ determinants in the EMU

Bibliographic Details
Main Author: Afonso, António
Publication Date: 2016
Other Authors: Reis, Manuel
Format: Article
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10400.5/11312
Summary: We study the determinants of 10-year sovereign bond yield spreads of 11 EMU member states, covering the lifetime of the euro, up until the end of 2014. Panel and SUR analyses coupled with qualitative variables show that the pricing of European debt has not been static across time and EMU countries, and market participants became increasingly aware of macro- economic and fiscal fundamentals.
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spelling Revisiting sovereign bond spreads’ determinants in the EMUSovereign Bond SpreadsPanel DataEMUWe study the determinants of 10-year sovereign bond yield spreads of 11 EMU member states, covering the lifetime of the euro, up until the end of 2014. Panel and SUR analyses coupled with qualitative variables show that the pricing of European debt has not been static across time and EMU countries, and market participants became increasingly aware of macro- economic and fiscal fundamentals.ISEG – Departamento de EconomiaRepositório da Universidade de LisboaAfonso, AntónioReis, Manuel2016-04-04T12:55:04Z20162016-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/11312engAfonso, António e Manuel Reis .2016. "Revisiting sovereign bond spreads’ determinants in the EMU". Instituto Superior de Economia e Gestão. DE Working papers nº 8-2016/DE/UECE2183-1815info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-03-17T16:24:41Zoai:repositorio.ulisboa.pt:10400.5/11312Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-29T04:13:32.164541Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Revisiting sovereign bond spreads’ determinants in the EMU
title Revisiting sovereign bond spreads’ determinants in the EMU
spellingShingle Revisiting sovereign bond spreads’ determinants in the EMU
Afonso, António
Sovereign Bond Spreads
Panel Data
EMU
title_short Revisiting sovereign bond spreads’ determinants in the EMU
title_full Revisiting sovereign bond spreads’ determinants in the EMU
title_fullStr Revisiting sovereign bond spreads’ determinants in the EMU
title_full_unstemmed Revisiting sovereign bond spreads’ determinants in the EMU
title_sort Revisiting sovereign bond spreads’ determinants in the EMU
author Afonso, António
author_facet Afonso, António
Reis, Manuel
author_role author
author2 Reis, Manuel
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Afonso, António
Reis, Manuel
dc.subject.por.fl_str_mv Sovereign Bond Spreads
Panel Data
EMU
topic Sovereign Bond Spreads
Panel Data
EMU
description We study the determinants of 10-year sovereign bond yield spreads of 11 EMU member states, covering the lifetime of the euro, up until the end of 2014. Panel and SUR analyses coupled with qualitative variables show that the pricing of European debt has not been static across time and EMU countries, and market participants became increasingly aware of macro- economic and fiscal fundamentals.
publishDate 2016
dc.date.none.fl_str_mv 2016-04-04T12:55:04Z
2016
2016-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/11312
url http://hdl.handle.net/10400.5/11312
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Afonso, António e Manuel Reis .2016. "Revisiting sovereign bond spreads’ determinants in the EMU". Instituto Superior de Economia e Gestão. DE Working papers nº 8-2016/DE/UECE
2183-1815
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv ISEG – Departamento de Economia
publisher.none.fl_str_mv ISEG – Departamento de Economia
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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