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Afonso et al., 2014 - Google Patents

Pricing sovereign bond risk in the European Monetary Union area: an empirical investigation

Afonso et al., 2014

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Document ID
5619253470963680570
Author
Afonso A
Arghyrou M
Kontonikas A
Publication year
Publication venue
International Journal of Finance & Economics

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Snippet

We use a panel of 10 euro area countries to assess the determinants of long‐term sovereign bond yield spreads over the period 1999.01–2010.11. We find that government bond yield spreads are well explained by fiscal fundamentals over the crisis period. We also find that …
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