Determinants of government bond spreads in the euro area: In good times as in bad

Empirica

Volumn 39, Issue 3, 2012, Pages 341-356

  Aßmann, Christian ^a   Boysen Hogrefe, Jens ^b  

^a UNIVERSITY OF BAMBERG   (Germany)

^b KIEL INSTITUTE FOR THE WORLD ECONOMY   (Germany)

Author keywords

Euro area; Government bond spreads; Time varying coefficients

Indexed keywords

CAPITALISM; FINANCIAL CRISIS; FINANCIAL SYSTEM; GROSS DOMESTIC PRODUCT; INTEREST RATE; MODELING;

EUROPE;

EID: 84864377776     PISSN: 03408744     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10663-011-9171-6     Document Type: Article

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