کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
963184 930271 2012 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The determinants of sovereign credit spread changes in the Euro-zone
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
The determinants of sovereign credit spread changes in the Euro-zone
چکیده انگلیسی
► We study the determinants of government credit spreads in the Euro-area, from January 2000 to December 2010. ► The analysis is divided into two sub-periods delimited by the global financial crisis that started in August 2007. ► Before August 2007, government credit spreads were mainly explained by market related factors. ► After the onset of the financial crisis, the market behavior shifted to a different regime strongly determined by the international volatility and country-specific macroeconomic fundamentals.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of International Financial Markets, Institutions and Money - Volume 22, Issue 2, April 2012, Pages 278-304
نویسندگان
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