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Economic volatility and sovereign yields’ determinants: a time-varying approach · Study

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ArticleEconomic volatility and sovereign yields’ determinants: a time-varying approach

António Afonso2018

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Articlegreen2018

Economic volatility and sovereign yields’ determinants: a time-varying approach

António Afonso · João Tovar Jalles

8 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Credit Risk and Financial Regulations

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References

1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data 2003Institutional causes, macroeconomic symptoms: volatility, crises and growth 2000Measurement Error and the Relationship between Investment and q 2000The Investor Fear Gauge 1998WHO NEEDS CAPITAL-ACCOUNT CONVERTIBILITY?2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk 2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market 2002The cyclical behaviour of fiscal policy: evidence from the OECD

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2023Sovereign risk, debt composition and exchange rate regimes

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Year2018

Typearticle

Published2018-08-01

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations8

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00181-018-1540-6

openalex_workW2223517871

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