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45 p, 288.3 KB Regime-dependent sovereign risk pricing during the Euro Crisis / Delatte, Anne-Laure ; Fouquau, Julien ; Portes, Richard
Previous work has documented a greater sensitivity of long-term government bond yields to fundamentals in Euro area peripheral countries during the euro crisis, but we know little about the driver(s) of regime switches. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.

2016 (ADEMU Working Paper Series ; 32)  

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