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Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty
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References

  • 2007Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence3,354 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2012The European Sovereign Debt Crisis1,021 cited
  • 2012Self-fulfilling crises in the Eurozone: An empirical test631 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2012Sovereign risk premiums in the European government bond market432 cited
  • 2011Disagreement Among Forecasters in G7 Countries394 cited
  • 2012The Governance of a Fragile Eurozone375 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach252 cited
  • 2012Contagion During the Greek Sovereign Debt Crisis243 cited
  • 2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis237 cited
  • 2012Sudden Stops in the Euro Area203 cited
  • 2012Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies183 cited
  • 2010Sovereign Spreads163 cited
  • 2012

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The "Big C": Identifying Contagion
145 cited

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  • 2020The Currency of Solidarity22 cited