The Determinants of Government Bond’s Yields for EMU Countries: The Effect of Financial Crisis

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The Determinants of Government Bond’s Yields for EMU Countries: The Effect of Financial Crisis

This paper provides an analysis of the determinants of the EMU sovereign spreads with emphasis on the effect of the global financial crisis of 2007/08. We are using econometric techniques that help us to distinguish short-term from the long-term effects of macro-fundamentals and international factor...

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Bibliographic Details
Main Author:	Papaconstantinou, Demetrios
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Subjects:	Sovereign spreads; Euro zone; Global financial crisis; Pooled Mean Group estimator
Online Access:	https://eprints.nottingham.ac.uk/26628/

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