The DOI matches its Crossref record; 25 of the 25 references it cites were found in a registry or an index.
What drives spreads in the euro area government bond market?
Abstract
Spreads between euro area government bond yields are related to short-term interest rates, which are in turn related to market liquidity, to cyclical conditions, and to investors’ incentives to take risk. In theory, lower interest rates are associated with lower degrees of risk aversion and smaller government bond spreads. Empirically, the Eurosystem’s short-term interest rates are positively related to those spreads, which our econometric model finds to include significant and policy-relevant default risk and liquidity risk components. — Simone Manganelli and Guido Wolswijk
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What explains the stock market’s reaction to federal reserve policy?
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Cited by
Maddaloni, A., & Peydró, J.-L. (2011) · Review of Financial Studies · doi:10.1093/rfs/hhr015 · Cited by 678
The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
Arghyrou, M. G., & Kontonikas, A. (2012) · Journal of International Financial Markets, Institutions and Money · doi:10.1016/j.intfin.2012.03.003 · Cited by 458
What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09?
Attinasi, M.-G., Checherita, C., & Nickel, C. (2010) · Public Finance and Management · doi:10.1177/152397211001000403 · Cited by 312
Metadata
- Authors
- Manganelli, S., & Wolswijk, G.
- Venue
- Economic Policy
- Publisher
- Oxford University Press (OUP)
- Published
- 2009-04
- Volume
- 24
- Issue
- 58
- Pages
- 191-240
- ISSN
- 0266-4658 (ISSN-L)
- 1468-0327
- OpenAlex
- W2078944630
- Cited by
- 301
- References
- 25
- FWCI
- 38.66
- Type
- journal article
- Language
- en
- Open access
- closed
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
