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Determinants of Government Bond Spreads in New EU Countries

Citations

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Cited by:

  1. Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
  2. Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
  3. Agnieszka Szczypińska, 2012. "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers 15, Ministry of Finance in Poland.
  4. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015. "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 122-135.
  5. Nicolas Huchet & Bénédicte Serbini, 2013. "Public finance, banking sector and sovereign bond risk premiums in the Eurozone," Post-Print hal-03124168, HAL.
  6. Dimitris Vas. Seremetis & Anastasios P. Pappas, 2013. "Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 10(3), pages 342-358, December.
  7. Nicos Christodoulakis & Vassilis Sarantides, 2017. "External Asymmetries in the Euro Area and the Role of Foreign Direct Investment," The World Economy, Wiley Blackwell, vol. 40(2), pages 393-423, February.
  8. Aristei, David & Martelli, Duccio, 2014. "Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries," Journal of Economics and Business, Elsevier, vol. 76(C), pages 55-84.
  9. Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  10. Vladimir Tomsik, 2012. "Some insights into monetary and fiscal policy interactions in the Czech Republic," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 161-171, Bank for International Settlements.
  11. António Afonso, & Manuel Reis, 2016. "Revisiting Sovereign Bond Spreads’Determinants in the EMU," Working Papers Department of Economics 2016/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  12. Belyakov, Igor (Беляков, Игорь), 2017. "On the Determinants of Sovereign Eurobond Spreads in Russia [О Факторах, Определяющих Спрэды Суверенных Еврооблигаций России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 200-225, February.
  13. Lena Malešević-Perović, 2016. "Government Debt-Interest Rate Nexus in G7 Countries over a Long Horizon," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 603-625, December.
  14. Lumengo Bonga-Bonga & Mathias mandla Manguzvane, 2020. "Assessing the extent of contagion of sovereign credit risk among BRICS countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 1017-1032.
  15. Verner, Robert & Tkáč, Michal, 2023. "On the predictability of bonds," Finance Research Letters, Elsevier, vol. 57(C).
  16. Mertzanis, Charilaos, 2023. "Energy policy diversity and green bond issuance around the world," Energy Economics, Elsevier, vol. 128(C).
  17. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017. "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 19(1), pages 37-66, June.
  18. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2015. "The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model," Working Papers 1505, The Institute of Economics, Zagreb.
  19. Anamaria Dan & Adriana Tiron-Tudor, 2021. "The Determinants of Green Bond Issuance in the European Union," JRFM, MDPI, vol. 14(9), pages 1-15, September.
  20. Darlena Tartari & Albi Tola, 2019. "Does the IMF Program Implementation Matter for Sovereign Spreads? The Case of Selected European Emerging Markets," Working Papers 2019-01, Swiss National Bank.
  21. Attinasi, Maria Grazia & Checherita-Westphal, Cristina & Nickel, Christiane, 2009. "What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?," Working Paper Series 1131, European Central Bank.
  22. Théo METZ, 2024. "New fiscal transparency index and public debt borrowing costs," Working Papers of BETA 2024-50, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  23. Ellul, Reuben, 2017. "Correlation between Maltese and euro area sovereign bond yields," MPRA Paper 80795, University Library of Munich, Germany.
  24. Juodžiukynienė Greta, 2016. "The Significance of Country-Specific and Common Risk Factors for CEE Government Bond Spreads Changes," Ekonomika (Economics), Sciendo, vol. 95(1), pages 84-111, January.
  25. Vyprachticka, Terezie, 2011. "Could the Stability and Growth Pact be Substituted by the Financial Markets?," European Integration online Papers (EIoP), European Community Studies Association Austria (ECSA-A), vol. 15, September.
  26. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2012. "The Greek financial crisis: Growing imbalances and sovereign spreads," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 498-516.
  27. Anastasios Pappas & Ioannis Kostakis, 2020. "The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils," IJFS, MDPI, vol. 8(3), pages 1-13, September.
  28. Teplova, Tamara V. & Rodina, Victoria A., 2021. "The reinvestment risk premium in the valuation of British and Russian government bonds," Research in International Business and Finance, Elsevier, vol. 55(C).
  29. Prabhas Kumar Rath, 2023. "Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 131-164, March.
  30. Paweł Tobera, 2019. "Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
  31. Malešević Perović, Lena, 2015. "The impact of fiscal positions on government bond yields in CEE countries," Economic Systems, Elsevier, vol. 39(2), pages 301-316.
  32. Linas Jurksas & Arvydas Paskevicius, 2017. "The Relationship Between Macroeconomy And Asset Prices: Long Run Causality Evidence From Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 8(1).
  33. Pawel Gajewski, 2014. "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers 4/2014, University of Lodz, Faculty of Economics and Sociology.
  34. Afonso, António & Nunes, Ana Sofia, 2015. "Economic forecasts and sovereign yields," Economic Modelling, Elsevier, vol. 44(C), pages 319-326.
  35. Guler, Halil & Talasli, Anil, 2012. "Determinants Of Sovereign Bond Spreads A Comparative Analysis During The Global Financial Crisis," MPRA Paper 51009, University Library of Munich, Germany.
  36. Linas Jurksas & Hector Carcel, 2019. "Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases," Bank of Lithuania Working Paper Series 60, Bank of Lithuania.
  37. Christodoulakis, Nicos & Leventi, Chrysa & Matsaganis, Manos & Monastiriotis, Vassilis, 2011. "The Greek crisis in focus: austerity, recession and paths to recovery," LSE Research Online Documents on Economics 38380, London School of Economics and Political Science, LSE Library.
  38. repec:ecb:ecbops:2014165 is not listed on IDEAS
  39. Agnieszka Szczypińska, 2014. "Does the halo effect still hold? The (post-) crisis perspective for the euro candidates," MF Working Papers 18, Ministry of Finance in Poland.
  40. Matthias Bauer, 2013. "Political Aversion To a Multilateral Fiscal Rule: The Dynamic Commitment Problem in European Fiscal Governance," Global Financial Markets Working Paper Series 44-2013, Friedrich-Schiller-University Jena.
  41. Enrique Alberola & Luis Molina & Pedro del Río, 2012. "Boom-bust cycles, imbalances and discipline in Europe," Working Papers 1220, Banco de España.
  42. Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav, 2014. "Balance sheet effects and original sinners’ risk premiums," Economic Systems, Elsevier, vol. 38(4), pages 597-613.
  43. Kocsis, Zalan & Monostori, Zoltan, 2016. "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, vol. 27(C), pages 140-168.
  44. Matthias Bauer & Martin Zenker, 2012. "Market Discipline Under A Politicised Multilateral Fiscal Rule - Lessons from the Stability and Growth Pact Debate," Global Financial Markets Working Paper Series 2012-35, Friedrich-Schiller-University Jena.
  45. Christnacht, Lukas & Mertzanis, Charilaos, 2025. "Foreign direct investment, technology transfer and the global issuance of green bonds," Energy Economics, Elsevier, vol. 143(C).
  46. Tobera, Paweł, . "Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2019(1).
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