Title:

The Determinants of Sovereign Credit Spread Changes in the Euro-Zone

Authors:

José Dias Curto (ISCTE - Instituto Universitário de Lisboa)
Luís Alberto Ferreira de Oliveira (ISCTE - Instituto Universitário de Lisboa)
João Pedro Vidal Nunes (ISCTE - Instituto Universitário de Lisboa)

Journal:

Journal Of International Financial Markets, Institutions And Money

Year:

2012

Volume:

22

Pages:

278-304

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
H63 - Debt; Debt Management