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Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model
This paper analyses the main drivers of sovereign bond spreads in a globalised world. Specifically, we account for international spillovers of bond spreads by adding an additional driver, namely, financial markets, and allowing interactions across countries and markets. We contribute to the VAR lite...
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| Опубліковано в:: | MAGKS - Joint Discussion Paper Series in Economics (Band 58-2014) |
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| Автор: | |
| Формат: | Стаття |
| Мова: | англійська |
| Опубліковано: |
Philipps-Universität Marburg
2014
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| Предмети: | |
| Онлайн доступ: | PDF-повний текст |
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