Sovereign Spreads; Global Risk Aversion, Contagion or Fundamentals?
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More about this item
KeywordsFiscal policy; Sovereign spreads; contagion; market price of risk; probability; bond; bonds; bond yields; probabilities; Financial Markets and the Macroeconomy; General Financial Markets: General (includes Measurement and Data); General Financial Markets;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-UPT-2010-05-29 (Utility Models & Prospect Theory)
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