SOVEREIGN SPREADS AND FINANCIAL MARKET BEHAVIOUR BEFORE AND DURING THE CRISIS
This paper aims at shedding some light on the mechanisms of pricing the EMU countries’ sovereign bonds in financial markets. Employing the Augmen - ted Mean Group (AMG) estimator, we find that major changes have occurred in terms of variables underlying sovereign risk. Since 2009, macroec...
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| Publié dans: | REM. Revista de Economía Mundial |
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| Auteur principal: | |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Universidad de Huelva
2016
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| Accès en ligne: | https://www.redalyc.org/articulo.oa?id=86645578003 |
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