Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Theobald, Thomas & Tober, Silke, 2020.
"Euro area sovereign yield spreads as determinants of private sector borrowing costs,"
Economic Modelling, Elsevier, vol. 84(C), pages 27-37.
- Thomas Theobald & Silke Tober, 2018. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper 193-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2018. "Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets," Working Paper series 18-42, Rimini Centre for Economic Analysis.
More about this item
Keywordscounterfactual distributions; nonparametric methods; sovereign risk; cost of borrowing; pass-through;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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