The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit
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DOI: 10.1007/s10368-022-00535-8
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More about this item
Keywords
Asset pricing; Government bond yield spreads; Risk premium; UK; Europe; Brexit;All these keywords.
JEL classification:
- 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
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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