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  • The determinants of sovereign bond yield spreads in the EMU 

    Kontonikas, Alexandros; Arghyrou, Michael G.; Afonso, António (University of Glasgow, 2012)
    We use a panel of euro area countries to assess the determinants of long-term sovereign bond yield spreads over the period 1999.01-2010.12. We find that, unlike the period preceding the global financial crisis, European ...
  • On the time-varying relationship between EMU sovereign spreads and their determinants 

    Afonso, António; Arghyrou, Michael G.; Bagdatoglou, George; Kontonikas, Alexandros (University of Glasgow, 2013)
    We use a dynamic multipath general-to-specific algorithm to capture structural instability in the link between euro area sovereign bond yield spreads against Germany and their underlying determinants over the period January ...

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