Title:

On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants

Authors:

António Afonso (U Lisboa, ISEG, UTL)
Michael G. Arghyrou (Cardiff U)
George Bagdatoglou (U Lisboa, ISEG, UTL)
Alexandros Kontonikas (U Glasgow)

Journal:

Economic Modelling

Year:

2015

Volume:

44

Pages:

363-371

JEL codes:

E44 - Financial Markets and the Macroeconomy
F34 - International Lending and Debt Problems

DOI:

10.1016/j.econmod.2014.07.025