Title:

Determinants of Sovereign Bond Yield Spreads in the EMU: An Optimal Currency Area Perspective

Authors:

Mauro Costantini (Brunel University)
Matteo Fragetta (ISCTE - Instituto Universitário de Lisboa, U Salerno)
Giovanni Melina (City U London)

Journal:

European Economic Review

Year:

2014

Volume:

70

Pages:

337-349

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
F33 - International Monetary Arrangements and Institutions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
H63 - Debt; Debt Management