Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach

Journal of International Money and Finance

Volumn 31, Issue 3, 2012, Pages 657-672

  Maltritz, Dominik ^a  

^a UNIVERSITY OF ERFURT   (Germany)

Author keywords

Bayesian Model Averaging; Default risk in EMU countries; Sovereign bond yield spreads

Indexed keywords

EID: 84857456505     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2011.10.010     Document Type: Article

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