Determinants of government bond spreads in the euro area: in good times as in badChristian Aßmann, Jens Boysen‐Hogrefe2011-06-03articleEmpirica68 citationsclosedNo 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 — 68 citations exist upstream.References1986Generalized autoregressive conditional heteroskedasticity1986Generalized autoregressive conditional heteroscedasticity1990Volatiltiy and Links Between National Stock Markets2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market1994Volatility and Links between National Stock Markets2003Yield spreads on EMU government bonds2012Sovereign risk premiums in the European government bond market2009How Does Liquidity Affect Government Bond Yields?Cited by2012Estimating Sovereign Default Risk2013Sovereign risk premia: The link between fiscal rules and stability culture2014On the time-varying relationship between EMU sovereign spreads and their determinants2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis2014A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis2014Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk2013Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis