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Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis

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References

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2016Economic policy uncertainty and risk spillovers in the Eurozone193 cited
2012Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies183 cited
2011Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach156 cited
2013The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms142 cited
2021The analysis of investment into industries based on portfolio managers137 cited
2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis115 cited
2020The impact of carbon emissions on country risk: Evidence from the G7 economies114 cited
2013Modelling and forecasting government bond spreads in the euro area: A GVAR model106 cited
2010A European Mechanism for Sovereign Debt Crisis Resolution: A Proposal93 cited

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2011The Size and Composition of Government Debt in the Euro Area91 cited

2015The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area87 cited

2011The determinants of sovereign credit spread changes in the Euro-zone86 cited

2012Level, slope, curvature of the sovereign yield curve, and fiscal behaviour75 cited

2014All in: Market expectations of eurozone integrity in the sovereign debt crisis71 cited

2012Mispricing of Sovereign Risk and Multiple Equilibria in the Eurozone69 cited

2012The Determinants of Sovereign Bond Yield Spreads in the EMU63 cited