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An empirical analysis on the determinants of CEE government bond spreads · Study

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ArticleAn empirical analysis on the determinants of CEE government bond spreads

André Ebner2009

OA

Articlegreen2009

An empirical analysis on the determinants of CEE government bond spreads

71 citations·0/0 files stored·Emerging Markets Review

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 2005Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables 2013Financial Stability Report 2013 2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market 1996Determinants and Impact of Sovereign Credit Ratings 2003Yield spreads on EMU government bonds

Cited by

2012Emerging market sovereign bond spreads: Estimation and back-testing 2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences 2014Emerging market sovereign bond spreads and shifts in global market sentiment 2016Environmental, Social and Governance (ESG) Performance and Sovereign Bond Spreads: An Empirical Analysis of OECD Countries 2011Fiscal variables and bond spreads – evidence from Eastern European countries and Turkey

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Year2009

Typearticle

Published2009-02-12

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations71

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.ememar.2009.02.001

openalex_workW1966008681

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2009The role of domestic fundamentals on the economic vulnerability of emerging markets

2013Investor sentiment and yield spread determinants: evidence from European markets