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Size matters for liquidity: Evidence from EMU sovereign yield spreads · Study

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ArticleSize matters for liquidity: Evidence from EMU sovereign yield spreads

Marta Gómez‐Puig2005

Article2005

Size matters for liquidity: Evidence from EMU sovereign yield spreads

Marta Gómez‐Puig

126 citations·0/0 files stored·Economics Letters

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Global Financial Crisis and Policies Credit Risk and Financial Regulations European Monetary and Fiscal Policies

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References

2001Financial Super-Markets: Size Matters for Asset Trade 2004Sovereign Risk Premia in the European Government Bond Market 2004Financial super-markets: size matters for asset trade

Cited by

2008Fiscal institutions, fiscal policy and sovereign risk premia in EMU 2010EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA–sCER spread 2008FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA 2009Euro Area Sovereign Risk During the Crisis 2011PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies 2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach 2015Bond market investor herding: Evidence from the European financial crisis 2014Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective

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Details

Year2005

Typearticle

Published2005-11-29

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations126

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.econlet.2005.07.020

openalex_workW1995366885

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