25015 documents matched the search for sovereign yields in titles and keywords.
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Economic forecasts and sovereign yields,
Antonio Afonso and Ana Sofia Nunes,
in Economic Modelling
(2015)
Keywords: Macro forecasts; Fiscal forecasts; Sovereign yields;
Economic forecasts and sovereign yields,
Antonio Afonso and Sofia Nunes,
from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
(2013)
Keywords: macro forecasts, fiscal forecasts, sovereign yields.
Contagion in EU Sovereign Yield Spreads,
Antonio Afonso and Ana Catarina Ramos Félix,
from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
(2014)
Keywords: sovereign yield spreads, spillover effects, contagion.
Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals,
Alessandro Beber, Michael Brandt and Maurizio Luisi,
from C.E.P.R. Discussion Papers
(2013)
Keywords: Real-time economic growth; Sovereign yield spread
China’s sovereign bond yield: some lessons,
Pham Thi Hong Hanh,
from HAL
(2014)
Keywords: Debt market,Sovereign bond yield,China
Decomposition of the dynamics of sovereign yield spreads in the euro area,
Bruno De Backer,
in Economic Review
(2015)
Keywords: Sovereign yields, spreads, decomposition, fundamental, non fundamental
What Drives Sovereign Bond Yields in the Eurozone?,
Nicholas Apergis, Giuseppina Chesini and Thomas Poufinas,
from Springer
(2021)
Keywords: Sovereign bond, Yield, Euro, Crisis, Purchase program
What Explains the Volatility in Pakistan’s Sovereign Bond Yields?,
Mohsin Waheed Tunio,
from University Library of Munich, Germany
(2023)
Keywords: Volatility, Sovereign bonds, Yield, Eurobond, Sukuk, Spreads
What Explains the Volatility in Pakistan’s Sovereign Bond Yields?,
Mohsin Waheed and Zulfiqar Hyder,
from State Bank of Pakistan, Research Department
(2023)
Keywords: Volatility, Sovereign bonds, Yield, Eurobond, Sukuk, Spreads
The Determinants of Sovereign Bond Yields in the EMU: New Empirical Evidence,
Hazar Altinbas, Vincenzo Pacelli and Edgardo Sica,
in International Journal of Economics and Finance
(2018)
Keywords: sovereign bond yields, EMU, economic crisis
Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens,
from HAL
(2019)
Keywords: ESG performance,Sovereign bonds,Sustainability,Yield spreads
Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens,
in Journal of Banking & Finance
(2019)
Keywords: ESG performance; Sovereign bonds; Sustainability; Yield spreads;
Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens,
from HAL
(2019)
Keywords: ESG performance,Sovereign bonds,Sustainability,Yield spreads
Correlation between Maltese and euro area sovereign bond yields,
Reuben Ellul Dimech,
from University Library of Munich, Germany
(2017)
Keywords: correlation, sovereign bond yields, MGARCH-DCC, Malta
The political determinants of sovereign bond yield spreads,
Stefan Eichler,
in Journal of International Money and Finance
(2014)
Keywords: Sovereign bond yield spreads; Political variables; Emerging markets;
The Impact of Sovereign Bond Yields on Fiscal Discipline,
Karlis Vilerts and Olegs Tkacevs,
from Latvijas Banka
(2016)
Keywords: fiscal policy, fiscal reaction function, sovereign bond yields, panel data
The determinants of sovereign bond yield spreads in the EMU,
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas,
from Business School - Economics, University of Glasgow
(2012)
Keywords: sovereign yields, government debt, panel analysis, credit ratings
The determinants of sovereign bond yield spreads in the EMU,
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas,
from European Central Bank
(2015)
Keywords: credit ratings, government debt, panel analysis, sovereign yields
The determinants of sovereign bond yield spreads in the EMU,
Alexandros Kontonikas, Michael Arghyrou and Antonio Afonso,
from Scottish Institute for Research in Economics (SIRE)
(2012)
Keywords: sovereign yields, government debt, panel analysis, credit ratings,
The determinants of sovereign bond yield spreads in the EMU,
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas,
from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
(2012)
Keywords: sovereign yields, government debt, panel analysis, credit ratings
Sovereign Bond Yields Spreads Spillovers in the EMU,
Antonio Afonso and Mina Kazemi,
from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa
(2018)
Keywords: sovereign yields spreads, spillovers, euro area, panel data
Anatomy of sovereign yield behaviour using textual news,
Ameet Kumar Banerjee, H.K. Pradhan, Md Akhtaruzzaman, Ahmet Sensoy and Susan Dann,
in Research in International Business and Finance
(2024)
Keywords: yield spread; sovereign bond; textual news; macroeconomic news;
Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies,
Tigran Poghosyan,
from International Monetary Fund
(2012)
Keywords: WP;bond yield;government bond bond yield;inflation; Government bond yields; long-run and short-run determinants; panel cointegration; debt ratio; sovereign bond bond yield; sovereign bond yield; real bond yields; Bond yields; Yield curve; Sovereign bonds; Fiscal stance; Global
The impact of sovereign credit ratings on Eurobond yields: Evidence from Africa,
Tatonga Gardner Rusike and Imhotep Alagidede,
in Research in International Business and Finance
(2021)
Keywords: Sovereign credit ratings; Eurobond yields; Event study; Africa;
Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt,
Ricardo Sabbadini,
from University of São Paulo (FEA-USP)
(2018)
Keywords: sovereign spread; search for yield; loss aversion; low interest rate
Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area,
Nikolaos Antonakakis, Christina Christou, Juncal Cuñado and Rangan Gupta,
in Journal of International Financial Markets, Institutions and Money
(2017)
Keywords: Sovereign bond yield spreads; Club convergence; Euro Area;
Exchange rate risk and local currency sovereign bond yields in emerging markets,
Blaise Gadanecz, Ken Miyajima and Chang Shu,
from Bank for International Settlements
(2014)
Keywords: emerging markets, exchange rate risk, local currency sovereign bond yields
Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area,
Nikolaos Antonakakis, Christina Christou, Juncal Cuñado and Rangan Gupta,
from University of Pretoria, Department of Economics
(2016)
Keywords: Sovereign bond yield spreads, Club convergence, Euro Area
Sovereign bond yields in emerging Asia: New evidence,
Thi-Hong-Hanh Pham,
from HAL
(2014)
Keywords: Panel analysis,Debt market,Sovereign bond yields,Emerging Asia,Panel analysis.
Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach,
Dominik Maltritz,
in Journal of International Money and Finance
(2012)
Keywords: E43; G12; H63; E62; Sovereign bond yield spreads; Default risk in EMU countries; Bayesian Model Averaging;
Co-movement and global factors in sovereign bond yields,
Ioannis Venetis and Avgoustinos Ladas,
from University Library of Munich, Germany
(2022)
Keywords: sovereign bonds; yield curve; term structure; multilevel factor model; global factors; local factors
Factors of the term structure of sovereign yield spreads,
Dennis Wellmann and Stefan Trück,
in Journal of International Money and Finance
(2018)
Keywords: Sovereign yield spreads; Term structure modeling; Principal component analysis; Macroeconomic fundamentals; Exchange rate forecasts;
The role of ECB monetary policy and financial stress on Eurozone sovereign yields,
Christophe Blot, Jerome Creel, Paul Hubert and Fabien Labondance,
from HAL
(2019)
Keywords: Asset purchase programmes,European central bank,Sovereign yields,Monetary policy,Sovereign debt crisis
The role of ECB monetary policy and financial stress on Eurozone sovereign yields,
Christophe Blot, Jerome Creel, Paul Hubert and Fabien Labondance,
from HAL
(2019)
Keywords: Asset purchase programmes,European central bank,Sovereign yields,Monetary policy,Sovereign debt crisis
The role of ECB monetary policy and financial stress on Eurozone sovereign yields,
Christophe Blot, Jerome Creel, Paul Hubert and Fabien Labondance,
in Empirical Economics
(2020)
Keywords: Asset purchase programmes, ECB, Sovereign yields, Monetary policy, CISS, European sovereign debt crisis
Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies,
Serkan Arslanalp and Tigran Poghosyan,
from International Monetary Fund
(2014)
Keywords: WP;sovereign bond bond yield;bond yield;sovereign bond;debt; Government bond yields; investor base; interest rate determinants; debt share; government bond bond yield; debt ratio; benchmark bond yield; FIB variable; forward rate; short-term bond yield; debt composition; yields in a panel; government debt holding; Bond yields; Yield curve; Sovereign bonds; Global
Oil price shocks and EMU sovereign yield spreads,
Michail Filippidis, George Filis and Renatas Kizys,
in Energy Economics
(2020)
Keywords: EMU countries; EMU core and periphery; Oil price shocks; Scalar-BEKK; Time-varying correlation; 10-Year sovereign yield spread;
Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields,
Carlos Góes, Herman Kamil, Phil De Imus, Mercedes Garcia-Escribano, Roberto Perrelli, Shaun Roache and Jeremy Zook,
from International Monetary Fund
(2017)
Keywords: WP;yield;Treasury yield;Treasury;bond yield; QE; tapering; local-currency sovereign bond yields; vector error correction models; sovereign bond bond yield; yield shock; sovereign bond yield; local-currency sovereign bond bond yield; Bond yields; Yield curve; Sovereign bonds; Central bank policy rate; Securities markets; Global
The influence of sovereign bond yields on bank lending rates: the pass-through in Europe,
Markus Eller and Thomas Reininger,
in Focus on European Economic Integration
(2016)
Keywords: sovereign debt crisis, sovereign spread, sovereign credit risk, sovereign yield, government bond yield, bank interest rates, bank lending, lending conditions, long-term financing, bank funding, transmission, interest rate pass-through
Corporate Yields: Effect of Credit Ratings and Sovereign Yields,
Galina Hale, Julia Bevilaqua and Eric Tallman,
from C.E.P.R. Discussion Papers
(2020)
Keywords: Bond; Rating; Sovereign
Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment,
Roberto De Santis and Fédéric Holm-Hadulla,
from European Central Bank
(2017)
Keywords: monetary policy, natural experiment, quantitative easing, sovereign yields
Do words matter? The impact of communication on the PIIGS' CDS and bond yield spreads during Europe's sovereign debt crisis,
Konstantin Büchel,
in European Journal of Political Economy
(2013)
Keywords: Eurozone crisis; Sovereign debt; Communication; CDS; Bond yield;
The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels,
Jorge Bento Farinha and José Vidrago,
in The Journal of Economic Asymmetries
(2021)
Keywords: Sovereign yields; Unconventional monetary policy; Asset purchase programmes; Transmission channels;
Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India,
Lithin B M, Suman Chakraborty, Vishwanathan Iyer, Nikhil M N and Sanket Ledwani,
from University Library of Munich, Germany
(2023)
Keywords: sovereign bond yield, volatility, leverage, symmetric GARCH, COVID-19, mean reversion
The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?,
Huseyin Ozturk,
in Empirica
(2020)
Keywords: Sovereign yield curve, Nelson–Siegel, Global risk perception, Capital flows
Emerging market local currency sovereign bond yields: The role of exchange rate risk,
Blaise Gadanecz, Ken Miyajima and Chang Shu,
in International Review of Economics & Finance
(2018)
Keywords: Emerging markets; Exchange rate risk; Local currency sovereign bond yields;
Does news on the euro area impact the sovereign yield spreads?,
Houssam Bouzgarrou and Tarek Chebbi,
in International Journal of Monetary Economics and Finance
(2015)
Keywords: news impact; sovereign yield spreads; Euro zone; Germany; debt market volatility; asset pricing; risk management.
Liquidity and credit premia in the yields of highly-rated sovereign bonds,
Jacob Ejsing, Magdalena Grothe and Oliver Grothe,
in Journal of Empirical Finance
(2015)
Keywords: Liquidity premium; Sovereign credit risk; Yield curve modelling; Bond markets; State-space models;
Determinants of sovereign bond yields in emerging economies: Some panel inferences,
Sri Hari NAIDU. A, Phanindra Goyari and Bandi Kamaiah,
in Theoretical and Applied Economics
(2016)
Keywords: Sovereign bond yields, spillover effects, panel cointegration, fed rate, oil price.
Much ado about nothing: Sovereign ratings and government bond yields in the OECD,
Makram El-Shagi,
from Halle Institute for Economic Research (IWH)
(2016)
Keywords: local projections, semi parametric estimation, impulse response function, sovereign rating, bond yields
Collective action clauses: How do they affect sovereign bond yields?,
Alfredo Bardozzetti and Davide Dottori,
in Journal of International Economics
(2014)
Keywords: Collective action clauses (CAC); Sovereign yields; Debt restructuring; Default; Panel data;
Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective,
Mauro Costantini, Matteo Fragetta and Giovanni Melina,
from Department of Economics, City University London
(2013)
Keywords: European monetary union; sovereign bond yield spreads; optimal currency areas; competitiveness gaps; euro area
Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective,
Mauro Costantini, Matteo Fragetta and Giovanni Melina,
in European Economic Review
(2014)
Keywords: European monetary union; Sovereign bond yield spreads; Optimal currency areas; Competitiveness gaps; Euro area;
Volatility in EMU sovereign bond yields: Permanent and transitory components,
Simon Sosvilla-Rivero and Amalia Morales-Zumaquero,
from Asociación Española de Economía y Finanzas Internacionales
(2011)
Keywords: Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union
Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis,
Niccolò Battistini, Marco Pagano and Saverio Simonelli,
from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy
(2013)
Keywords: sovereign yield differentials, dynamic latent factor model, home bias, vector error-correction model
Volatility in EMU sovereign bond yields: Permanent and transitory components,
Simon Sosvilla-Rivero and Amalia Morales-Zumaquero,
from Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales
(2011)
Keywords: Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union.
The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis,
Sha Liu,
in Multinational Finance Journal
(2014)
Keywords: textual sentiment; media pessimism; information supply; sovereign bond yield spreads; European sovereign debt crisis
Sovereign Eurobond Liquidity and Yields,
Daniel Hardy,
from International Monetary Fund
(2022)
Keywords: Eurobond yields; bid-ask spread; liquidity; debt management; instrument design; Log yield determinant; Eurobond liquidity; market liquidity; debt management office; summary statistics; Bonds; Credit ratings; Collective action clauses; Bond yields; Global
Real Money Investors and Sovereign Bond Yields,
Laura Jaramillo and Yuanyan Zhang,
from International Monetary Fund
(2013)
Keywords: WP;bond yield;investor;holding;debt;money; Public Debt; Government Bonds; Investor Base; Advanced Market Economies; Emerging Market Economies; money investor; ECB securities market program holding; nonbank holding; investor holding; Bond yields; Yield curve; Foreign banks; Sovereign bonds; Asia and Pacific; North America; Global
Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999),
Shariq Ahmad Bhat and Qaiser Dar,
in DECISION: Official Journal of the Indian Institute of Management Calcutta
(2019)
Keywords: Volatility persistence, Sovereign bond yields, India and China, Permanent and transitory components
The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets,
Hei Wai Lee, Yan Alice Xie and Jot Yau,
in International Review of Economics & Finance
(2011)
Keywords: Sovereign risk Duration Sovereign yield spreads Asian sovereign bonds
Long-run Determinants of Sovereign Yields,
Antonio Afonso and Christophe Rault,
from CESifo
(2010)
Keywords: long-term yields, panel cointegration, bootstrap
Long-run Determinants of Sovereign Yields,
Christophe Rault and Antonio Afonso,
in Economics Bulletin
(2011)
Keywords: long-term yields, panel cointegration, bootstrap
Long-run Determinants of Sovereign Yields,
Antonio Afonso and Christophe Rault,
from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
(2010)
Keywords: long-term yields, panel cointegration, bootstrap
Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?,
Rainer Frey and Mark Weth,
from Deutsche Bundesbank
(2019)
Keywords: sovereign-bank nexus, sovereign bond holdings, yield seeking, moral suasion, capital adequacy, expansionary monetary policy, home bias, Sovereign-bank nexus, sovereign bond holdings, yield seeking, moral suasion, capital adequacy, expansionary monetary policy, home bias
Anticipating Sovereign Debt Crises,
Norbert Gaillard,
from Springer
(2014)
Keywords: Spread, Yield, Sovereign rating, Rating agency, Sovereign risk, Debt sustainability
Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?,
Rainer Frey and Mark Andreas Weth,
from Verein für Socialpolitik / German Economic Association
(2019)
Keywords: German banks, periphery, sovereign bonds, yield seeking, moral suasion, capital adequacy, expansive monetary policy, home bias, sovereign-bank nexus
Impact of the asset purchase programme on euro area government bond yields using market news,
Roberto De Santis,
from European Central Bank
(2016)
Keywords: APP, quantitative easing, sovereign yields
The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network,
Milan Csaba Badics, Zsuzsa R. Huszar and Balazs B. Kotro,
in Journal of International Financial Markets, Institutions and Money
(2023)
Keywords: Connectedness; Sovereign yield curve network; Toda–Yamamoto causality; Global and local crises; Fed monetary decisions;
Do green financial policies offset the climate transition risk penalty imposed on long-term sovereign bond yields?,
Ruijie Cheng, Bhavya Gupta and Ramkishen S. Rajan,
in Research in International Business and Finance
(2023)
Keywords: Green finance; Transition risks; Sovereign bonds; Bond yields; Green financial policies;
Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield,
Kpughur Moses Tule, Osana Jackson Odonye, Udoma Afangideh, Godday Ebuh, Elijah Udoh and Augustine Ujunwa,
in Financial Innovation
(2019)
Keywords: Tapering, Nigeria 10-year sovereign bond yield, Error correction model, Counterfactual analysis
The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic,
George Hondroyiannis and Dimitrios Papaoikonomou,
in Empirical Economics
(2022)
Keywords: Euro area, Asset purchase programmes, Sovereign bond yields, Time-varying parameters
The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic,
George Hondroyiannis and Dimitrios Papaoikonomou,
from Bank of Greece
(2021)
Keywords: Euro area;asset purchase programmes; sovereign bond yields; time-varying parameters.
Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?,
Melika Ben Salem and Barbara Castelletti,
from Banque de France
(2016)
Keywords: Sovereign bond yields, Public Debt, Net Foreign Assets, Panel error-correction models.
Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades,
Nikolaos Antonakakis,
from University Library of Munich, Germany
(2012)
Keywords: Government bond yield spreads; credit rating agencies; dynamic conditional correlations; Euro zone sovereign debt crisis
Political ties and the yield curve,
Gene Ambrocio and Iftekhar Hasan,
in Economics Letters
(2023)
Keywords: Political ties; Yield curve; Sovereign borrowing;
Is there a Long-Term Relationship among European Sovereign Bond Yields?,
Ian Schaeffer and Miguel Ramirez,
in Business and Economic Research
(2017)
Keywords: European Monetary Union, Fully modified ordinary least squares (FMOLS), Pairwise Granger Causality tests, Panel unit roots, Panel cointegration, Sovereign bond yields
Is there a Long-Term Relationship among European Sovereign Bond Yields?,
Ian Schaeffer and Miguel Ramirez,
from Trinity College, Department of Economics
(2017)
Keywords: European Monetary Union; Fully modified ordinary least squares (FMOLS); Pairwise Granger Causality tests; Panel unit roots; Panel cointegration; Sovereign bond yields.
Bond Yields, Sovereign Risk and Maturity Structure,
Marcos González-Fernández and Carmen González-Velasco,
in Risks
(2018)
Keywords: maturity structure; sovereign risk; debt maturity; sovereign debt market
Do sovereign-bond issuers learn from peers?,
Salim Chahine and N.K. Chidambaran,
in Journal of Financial Stability
(2023)
Keywords: Learning; Information spillover; Sovereign bond; Yields; Peers;
State-varying illiquidity risk in sovereign bond spreads,
Paul Docherty and Steve Easton,
in Pacific-Basin Finance Journal
(2018)
Keywords: Illiquidity risk; Yield spreads; Sovereign debt; Volatility;
Public debt, sovereign default risk and shadow economy,
Ceyhun Elgin and Burak Uras,
in Journal of Financial Stability
(2013)
Keywords: Informal sector; Public debt; Sovereign yields;
Sovereign Green Bond Market: Drivers of Yields and Liquidity,
Kamila Tomczak,
in IJFS
(2024)
Keywords: green bond; bond liquidity; bond bid yields; bond yield to maturity
On the inflation risks embedded in sovereign bond yields,
Gonzalo Camba-Mendez,
from European Central Bank
(2020)
Keywords: inflation risks, portfolio choice, yields
The re-pricing of sovereign risks following the Global Financial Crisis,
Dimitrios Malliaropulos and Petros Migiakis,
in Journal of Empirical Finance
(2018)
Keywords: Sovereign risk; Credit yield curve; Global financial crisis; Sovereign ratings;
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns,
Go Tamakoshi and Shigeyuki Hamori,
in Journal of Economics and Finance
(2014)
Keywords: Bank Stock Returns, Bond Yields, Causality-In-Variance Test, International Volatility Spillover, Greek Sovereign Debt Crisis, G14, G15, G20,
Sovereign credit ratings and financial markets linkages: application to European data,
Antonio Afonso, Pedro Gomes and Davide Furceri,
from European Central Bank
(2011)
Keywords: credit ratings, rating agencies, sovereign yields
Sovereign credit ratings and financial markets linkages: Application to European data,
Antonio Afonso, Davide Furceri and Pedro Gomes,
in Journal of International Money and Finance
(2012)
Keywords: Credit ratings; Sovereign yields; Rating agencies;
Decomposing euro area sovereign spreads: credit, liquidity and convenience,
Marcello Pericoli and Marco Taboga,
from Bank of Italy, Economic Research and International Relations Area
(2015)
Keywords: sovereign spreads, liquidity premia, convenience yields
Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone,
Silvo Dajcman,
in Panoeconomicus
(2013)
Keywords: Asymmetric correlation, Sovereign bonds, Eurozone, Financial crisis
The joint dynamics of sovereign ratings and government bond yields,
Makram El-Shagi and Gregor von Schweinitz,
from Deutsche Bundesbank
(2016)
Keywords: Sovereign Risk, Rating Agencies, Semiparametric Models, Nonlinearities
The Joint Dynamics of Sovereign Ratings and Government Bond Yields,
Makram El-Shagi and Gregor von Schweinitz,
from Halle Institute for Economic Research (IWH)
(2015)
Keywords: sovereign risk, rating agencies, semiparametric model, nonlinearities
The joint dynamics of sovereign ratings and government bond yields,
Makram El-Shagi and Gregor von Schweinitz,
in Journal of Banking & Finance
(2018)
Keywords: Sovereign risk; Rating agencies; Semiparametric models; Nonlinearities;
Fiscal Deficits, Public Debt, and Sovereign Bond Yields,
Manmohan Kumar and Emanuele Baldacci,
from International Monetary Fund
(2010)
Keywords: WP;break;bond yield;deficit;debt
Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers,
Jakree Koosakul,
from Puey Ungphakorn Institute for Economic Research
(2016)
Keywords: Sovereign Bond Yields; Market Microstructure; Foreign Participation
Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data,
Jean-yves Filbien, Fabien Labondance and Yann Echinard,
in Economics Bulletin
(2013)
Keywords: Sovereign Bond Crisis, Sovereign Bond Yield Spreads, Eurozone, Governance
Market Consequences of Sovereign Accounting Errors,
Marion Boisseau-Sierra, Jenny Chu and Shiva Rajgopal,
in Management Science
(2024)
Keywords: public sector accounting quality, sovereign financial reporting quality, sovereign accounting errors, Eurostat reservations, sovereign bond yields, sovereign credit ratings
The Impact of the Introduction of Uniform European Collective Action Clauses on European Government Bonds as a Regulatory Result of the European Sovereign Debt Crisis,
Nicoletta Layher and Eyden Samunderu,
in JRFM
(2020)
Keywords: collective action clauses; sovereign debt; bond yields
Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens,
from University of Paris Nanterre, EconomiX
(2017)
Keywords: ESG performance, sovereign bond yield spreads.
Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens,
from HAL
(2016)
Keywords: ESG performance, sovereign bond yield spreads
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