References

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• 2012Sovereign risk premiums in the European government bond market432 cited
• 2009How Does Liquidity Affect Government Bond Yields?342 cited
• 2009What drives spreads in the euro area government bond market?301 cited
• 2010Government bond risk premiums in the EU revisited: The impact of the financial crisis267 cited
• 2010Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads255 cited
• 2011Sovereign bond yield spreads: A time-varying coefficient approach252 cited
• 2015An analysis of euro area sovereign CDS and their relation with government bonds225 cited
• 2011The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes217 cited
• 2016Banking and Sovereign Risk in the Euro Area213 cited
• 2009Euro Area Sovereign Risk During the Crisis188 cited
• 2011What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007–2009?165 cited
• 2010Sovereign Spreads