Determinants Of Eurozone Bond Yields During The Sovereign Debt Crisis
This paper looks at the determinants of bond yields for a select group of Eurozone countries, during the European sovereign debt crisis. In addition to traditional determinants of spreads, which include credit risk, liquidity risk and international risk aversion, this paper looks at the role of cred...
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| Format: | Others |
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Scholarship @ Claremont
2014
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| Online Access: | http://scholarship.claremont.edu/cmc_theses/930 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1889&context=cmc_theses |