Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears
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More about this item
KeywordsEuro area; Bonds; Spread; Volatility; Fear Index;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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