Recent Estimates of Sovereign Risk Premia for Euro-Area Countries

By Antonio Di Cesare, Giuseppe Grande, Michele Manna, Marco Taboga. 2012

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3a2c4ab4724faf813368ff95e6be2c2de14b9555

Citations in the corpus

• ECB Policies Involving Government Bond Purchases: Impact and Channels (2017, unknown): “Di Cesare et al. (2012) use a model with fiscal and macroeconomic factors to argue that periphery sovereign bond yields during the height of the crisis were far above what can be explained by these fundamental factors. Based on several indicators, including the sovereign bond - CDS basis, they sugge”