Title:

Economic Volatility and Sovereign Yields' Determinants: A Time-Varying Approach

Authors:

António Afonso (U Lisboa)
Joao Tovar Jalles (U Nova)

Journal:

Empirical Economics

Year:

2020

Volume:

58

Number:

2

Pages:

427-451

JEL codes:

E32 - Business Fluctuations; Cycles
F31 - Foreign Exchange
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1007/s00181-018-1540-6