The Determinants of Sovereign Bond Yield Spreads in the EMUAntónio Afonso, Michael G. Arghyrou, Alexandros Kontonikas2012-01-01preprintSSRN Electronic Journal63 citationsgreenNo readable copy stored yet — this record is metadata only.Credit Risk and Financial RegulationsGlobal Financial Crisis and PoliciesEuropean Monetary and Fiscal PoliciesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 63 citations exist upstream.References1981Biases in Dynamic Models with Fixed Effects2011How Sovereign Is Sovereign Credit Risk?2000The Investor Fear Gauge1995Models of Currency Crises with Self-Fulfilling Features1999What Happened to Asia2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt2002Dynamic Volume-Return Relation of Individual StocksCited by2018Capital flows and sovereign debt markets: Evidence from index rebalancings2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis2014On the time-varying relationship between EMU sovereign spreads and their determinants2013Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis2020Systemic risk and financial stability dynamics during the Eurozone debt crisis2021Emotions in macroeconomic news and their impact on the European bond market2016Environmental, Social and Governance (ESG) Performance and Sovereign Bond Spreads: An Empirical Analysis of OECD Countries2014Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era