Determinants of government bonds yield spreads in EU countries
Faktory vplývajúce na rozpätie pri oceňovaní výnosov vládnych dlhopisov krajín EÚ v rokoch 2000-2012. Použitím panelovej regresie identifikované tri najvýznamnejšie faktory: faktor rizika bankrotu krajiny, faktor averzie ku všeobecnému riziku a faktor likvidity. Porovnanie oceňovania dlhopisov pred...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Chapitre de livre |
| Langue: | anglais |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires: Determinants of government bonds yield spreads in EU countries
- Country risk from the perspective of government bonds and bonds ETFs
- Analysis of Macroeconomic Fundamentals of V4 Countries and Their Impact on Bond Risk Spreads
- <The> Analysis of the Impact of the Economic Crisis on the Yield and Risk of Bonds
- News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral EuroArea Countries
- Fiscal Consolidation under Market’s Scrutiny: How Government Communication Affects Bond Yields
- <The> Application of souvereign bond spreads: the case of selected EU countries and the USA