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Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations
16 references·0 citing·44 second hop
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 2005Toward A Second-Generation Theory of Fiscal Federalism1,233 cited
  • 2003Effect of Corporate Governance on Bond Ratings and Yields: The Role of Institutional Investors and Outside Directors*1,193 cited
  • 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
  • 1999Fiscal Institutions and Fiscal Performance882 cited
  • 2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market706 cited
  • 2012Self-fulfilling crises in the Eurozone: An empirical test631 cited
  • 2003Fiscal Decentralization and the Challenge of Hard Budget Constraints624 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 1990Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"527 cited
  • 1984LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80459 cited
  • 2012What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk422 cited

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  • 2009Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak392 cited
  • 2009How Does Liquidity Affect Government Bond Yields?342 cited
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