Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries
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More about this item
Keywordsgovernment bond spreads; European countries; macroeconomic fundamentals; credit rating agencies; financial crises; panel data analysis;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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