Government Bond Yield Spreads: A Survey
AbstractI Review the literature concerning the determinants of yield spreads on government bonds. Due to the large attention received in the literature, I will refer to European and emerging markets. Europe has undergone significant institutional changes over the last decade and the corresponding market has become increasingly integrated. The value of bonds issued by emerging economies has reached high levels in the 1990's with important implications for the operation of international capital markets. This survey provides an extensive overview of the most recent explanations for the observed yield spreads on sovereign bonds.
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Bibliographic InfoArticle provided by GDE (Giornale degli Economisti e Annali di Economia), Bocconi University in its journal Giornale degli Economisti e Annali di Economia.
Volume (Year): 68 (2009)
Issue (Month): 3 (July)
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Web page: http://www.gde.unibocconi.it/
Find related papers by JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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