Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

Journal of International Money and Finance - United Kingdom
doi 10.1016/j.jimonfin.2011.10.006
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Latent Liquidity and Corporate Bond Yield Spreads

SSRN Electronic Journal
2007English

Size Matters for Liquidity: Evidence From EMU Sovereign Yield Spreads

Economics Letters
EconomicsFinanceEconometrics
2006English

Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk

International Finance
DevelopmentPlanningFinanceGeography
2014English

The Immediate Effect of Monetary Union on EU-15 Sovereign Debt Yield Spreads

Applied Economics
EconomicsEconometrics
2009English

The Application of Sovereign Bond Spreads: The Case of Selected Eu Countries and the Usa

Acta academica karviniensia
2015English

Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2017English

Analysis of Emerging Markets Sovereign Credit Spreads

SSRN Electronic Journal
2005English

Measuring Contagion With a Bayesian Time-Varying Coefficient Model

IMF Working Papers
2003English

Robust SiZer Approach for Varying Coefficient Models

Mathematical Problems in Engineering
MathematicsEngineering
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy