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Size matters for liquidity: Evidence from EMU sovereign yield spreads
3 references·16 citing·55 second hopsampled
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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2001Financial Super-Markets: Size Matters for Asset Trade391 cited
  • 2004Sovereign Risk Premia in the European Government Bond Market227 cited
  • 2004Financial super-markets: size matters for asset trade216 cited

Cited by

  • 2008Fiscal institutions, fiscal policy and sovereign risk premia in EMU166 cited
  • 2010EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA–sCER spread138 cited
  • 2008FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA136 cited
  • 2009Euro Area Sovereign Risk During the Crisis98 cited
  • 2011PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies97 cited
  • 2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach91 cited
  • 2015Bond market investor herding: Evidence from the European financial crisis89 cited
  • 2011The determinants of sovereign credit spread changes in the Euro-zone86 cited
  • 2014Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective86 cited
  • 2008Government Risk Premiums in the Bond Market: EMU and Canada80 cited
  • 2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

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74 cited
  • 2011Fiscal Policy Implementation in Sub-Saharan Africa73 cited
  • 2014The pricing of G7 sovereign bond spreads – The times, they are a-changin70 cited
  • 2011Determinants of government bond spreads in the euro area: in good times as in bad68 cited
  • 2010Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach67 cited
  • 2015Volatility spillovers in EMU sovereign bond markets65 cited