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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...
Gorde:
| Argitaratua izan da: | MAGKS - Joint Discussion Paper Series in Economics (Band 58-2014) |
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| Egile nagusia: | |
| Formatua: | Artikulua |
| Hizkuntza: | ingelesa |
| Argitaratua: |
Philipps-Universität Marburg
2014
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| Gaiak: | |
| Sarrera elektronikoa: | PDF testu osoa |
| Etiketak: |
Etiketa erantsi
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Internet
PDF testu osoa| Sailkapena: |
urn:nbn:de:hebis:04-es2024-03580 |
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| Argitaratze data: |
2024-01-12 |
| Downloads: |
30 (2024) |
| Lizenz: |
https://creativecommons.org/publicdomain/mark/1.0 |
| URL sarbidea: |
https://archiv.ub.uni-marburg.de/es/2024/0358 https://doi.org/10.17192/es2024.0358 |