[PDF] Top 20 Revisiting Sovereign Bond Spreads’ Determinants in the EMU
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Revisiting Sovereign Bond Spreads’ Determinants in the EMU
... on the determinants of sovereign 10-year bond yield spreads of 11 EMU countries, vis-à-vis ...model the spreads on a diversified group of variables: credit, ... See full document
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Government Bond Yield Spreads in EMU Countries: the Story of an Ephemeral Convergence
... for the group of high debtors 39 ...countries’ sovereign risk, and that may be the reason why we fail to have a statistically significant relationship in ...of the risk associated with ... See full document
39
On the time-varying relationship between EMU sovereign spreads and their determinants
... heterogeneity in an explicit manner based on time- series regressions for ten euro area ...countries. In line with existing literature, we model spreads on proxies of international financial risk, ... See full document
25
C ONTAGION IN EUS
... Following the collapse of the Lehman Brothers, in September 2008, and the intensification of the international financial crisis in 2008-2009, fiscal imbalances increased ... See full document
54
Contagion in EU Sovereign Yield Spreads
... between the EMU countries that can spread throughout EU countries. The EMU countries more affected by the three risks factors mentioned at the beginning of this work, namely: ... See full document
43
Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach
... assess the determinants of government bond yield spreads; compute bivariate time-varying coefficient models of each determinant; and use these estimates to explain economic ...reduce ... See full document
24
Sovereign yield spreads in the EMU: crisis and structural determinants
... that the fact that several of the EMU member countries have violated, often, the limits laid down in national and supranational fiscal rules, may have led to the formal ... See full document
26
Sovereign credit ratings and financial markets linkages: application to European data
... As in Reisen and von Maltzan (1999), we find two-way causality between sovereign credit ratings and government bond yield spreads (Table ...changes in yield (CDS) spreads are ... See full document
42
The determinants of sovereign bond yield spreads in the EMU
... i) the second principal component of yield spreads, including Greece, Portugal, Spain, Ireland and Italy, captures the risk involved in investing to periphery relative to core countries’ ... See full document
40
Determinants of sovereign bond spreads in the EMU
... at the country level fund their yearly budgets, as well as to service existing ...with the second question – Why is it interesting to engage in such an attempt? (at studying how debt is priced) – it ... See full document
52
Determinants of sovereign bond yield spreads in the EMU: an optimal currency area perspective
... differentials in the euro area, a consensus seems to have emerged around the claim that the Balassa-Samuelson hypothesis cannot be the general explanation of the persistent ... See full document
25
Threshold effects in monetary policy: evidence for the EMU
... NICE. The Office of Fair Trading report included risk‐sharing agreements as an available tool for the National Health ...neglected the economic fundamentals underlying risk‐sharing ...to the ... See full document
33
Revisiting cAMP signaling in the carotid body
... for the RasGTPase homologs, Rap1 and ...1998). In the inactive conformation, EPAC is folded and the regulatory domain functions as an auto-inhibitory ...unfolds the protein, allowing ... See full document
16
THE COMPETITIVENESS OF EMU MEMBER STATES IN THE FINANCIAL CRISIS
... within the euro area is that the benefits of monetary union, in particular lower interest rates and the elimination of exchange rate risk, have not always been used wisely and have tempted ... See full document
6
Short and Long-run Behaviour of Long-term Sovereign Bond Yields
... using the Schwarz (SC) and Hannan-Quinn (HQ) selection criteria, and by carrying out a standard likelihood ratio testing-down type procedure to examine the lag significance from a long-lag structure ... See full document
38
Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies
... of sovereign public debt is, somehow, an assessment of the economic, financial and political situation of an economy, giving also a measure of the country ...development. In fact, higher ... See full document
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Carlos Pestana Barros Nicolas Peypoch A Comparative Analysis of Productivity Change in Italian and Portuguese Airports
... studied the long-run behaviour of sovereign yields for OECD countries, for the period ...1973-2008. The use of a dynamic panel approach allowed to reflect financial and economic integration, ... See full document
9
Revisiting the Survival Mnemonic Effect in Children
... of the survival processing advantages in young ...obtain the survival processing effect using implicit memory tests provide evidence that the effect is not solely mediated by elaboration or ... See full document
14
An Advancement To The Security Level Through Galois Field In The Existing Password Based Technique Of Hiding Classified Information In Images
... indicate the PSNR values for various Stego-images of size 256 x 256 using the proposed techniques, calculated for 1500 ...with the Lena image using more characters. Table 2 indicates the PSNR ... See full document
6
Oil Tanker Transportation In The Russian Arctic
... to the Russian Maritime Register of Shipping navigation across Russian Arctic territory should be carried out on ice class ships (at least Arc4 ice class on Russian ...around the world; among them ... See full document
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