Euro area sovereign yield spreads as determinants of private sector borrowing costs
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DOI: 10.1016/j.econmod.2019.03.004
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- Thomas Theobald & Silke Tober, 2018. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper 193-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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Cited by:
- Foglia, Matteo & Angelini, Eliana, 2020. "The diabolical sovereigns/banks risk loop: A VAR quantile design," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Sebastian Dullien & Thomas Theobald & Silke Tober & Andrew Watt, 2020. "Why Current EU Proposals for Corona-Related Financial Aid Cannot Replace Coronabonds," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 55(3), pages 152-155, May.
- Beqiraj, Elton & Patella, Valeria & Tancioni, Massimiliano, 2021. "Fiscal stance and the sovereign risk pass-through," Economic Modelling, Elsevier, vol. 102(C).
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More about this item
Keywords
Autoregressive distributed lag; Composite cost of borrowing; Sovereign spread;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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