What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland
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- Nicholas Apergis & Emmanuel Mamatzakis, 2014. "What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 7(1), pages 104-120.
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- Panagiotis Pegkas, 2018. "The Effect of Government Debt and Other Determinants on Economic Growth: The Greek Experience," Economies, MDPI, vol. 6(1), pages 1-19, February.
- Pegkas Panagiotis, 2019. "Government Debt and Economic Growth. A Threshold Analysis for Greece," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 25(1), pages 1-6, February.
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More about this item
KeywordsSovereign Debt Crisis; Spreads; CDS; FAVAR Model; Greece and Ireland;
All these keywords.
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G00 - Financial Economics - - General - - - General
- G01 - Financial Economics - - General - - - Financial Crises
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2012-05-22 (Central Banking)
- NEP-EEC-2012-05-22 (European Economics)
- NEP-PKE-2012-05-22 (Post Keynesian Economics)
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