A macro-financial analysis of the euro area sovereign bond market

juin 2014
Dewachter, H. / Iania, L. / Lyrio, M. / de Sola Perea, M.

Working Paper N° 259

Classification JEL: 
E43
E44
E47
Mots-clés: 
Euro area sovereign bonds
yield spread decomposition
unspanned macro factors
fair spreads
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