Search Results

Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area,
Nikolaos Antonakakis, Christina Christou, Juncal Cuñado and Rangan Gupta, from University of Pretoria, Department of Economics (2016)
Keywords: Sovereign bond yield spreads, Club convergence, Euro Area

Sovereign bond yields in emerging Asia: New evidence,
Thi-Hong-Hanh Pham, from HAL (2014)
Keywords: Panel analysis,Debt market,Sovereign bond yields,Emerging Asia,Panel analysis.

Sovereign Green Bond Market: Drivers of Yields and Liquidity,
Kamila Tomczak, in IJFS (2024)
Keywords: green bond; bond liquidity; bond bid yields; bond yield to maturity

Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields,
Carlos Góes, Herman Kamil, Phil De Imus, Mercedes Garcia-Escribano, Roberto Perrelli, Shaun Roache and Jeremy Zook, from International Monetary Fund (2017)
Keywords: WP;yield;Treasury yield;Treasury;bond yield; QE; tapering; local-currency sovereign bond yields; vector error correction models; sovereign bond bond yield; yield shock; sovereign bond yield; local-currency sovereign bond bond yield; Bond yields; Yield curve; Sovereign bonds; Central bank policy rate; Securities markets; Global

Do words matter? The impact of communication on the PIIGS' CDS and bond yield spreads during Europe's sovereign debt crisis,
Konstantin Büchel, in European Journal of Political Economy (2013)
Keywords: Eurozone crisis; Sovereign debt; Communication; CDS; Bond yield;

Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India,
Lithin B M, Suman Chakraborty, Vishwanathan Iyer, Nikhil M N and Sanket Ledwani, from University Library of Munich, Germany (2023)
Keywords: sovereign bond yield, volatility, leverage, symmetric GARCH, COVID-19, mean reversion

Emerging market local currency sovereign bond yields: The role of exchange rate risk,
Blaise Gadanecz, Ken Miyajima and Chang Shu, in International Review of Economics & Finance (2018)
Keywords: Emerging markets; Exchange rate risk; Local currency sovereign bond yields;

Determinants of sovereign bond yields in emerging economies: Some panel inferences,
Sri Hari NAIDU. A, Phanindra Goyari and Bandi Kamaiah, in Theoretical and Applied Economics (2016)
Keywords: Sovereign bond yields, spillover effects, panel cointegration, fed rate, oil price.

Much ado about nothing: Sovereign ratings and government bond yields in the OECD,
Makram El-Shagi, from Halle Institute for Economic Research (IWH) (2016)
Keywords: local projections, semi parametric estimation, impulse response function, sovereign rating, bond yields

Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective,
Mauro Costantini, Matteo Fragetta and Giovanni Melina, from Department of Economics, City University London (2013)
Keywords: European monetary union; sovereign bond yield spreads; optimal currency areas; competitiveness gaps; euro area

Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective,
Mauro Costantini, Matteo Fragetta and Giovanni Melina, in European Economic Review (2014)
Keywords: European monetary union; Sovereign bond yield spreads; Optimal currency areas; Competitiveness gaps; Euro area;

Volatility in EMU sovereign bond yields: Permanent and transitory components,
Simon Sosvilla-Rivero and Amalia Morales-Zumaquero, from Asociación Española de Economía y Finanzas Internacionales (2011)
Keywords: Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union

Volatility in EMU sovereign bond yields: Permanent and transitory components,
Simon Sosvilla-Rivero and Amalia Morales-Zumaquero, from Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011)
Keywords: Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union.

Do sovereign-bond issuers learn from peers?,
Salim Chahine and N.K. Chidambaran, in Journal of Financial Stability (2023)
Keywords: Learning; Information spillover; Sovereign bond; Yields; Peers;

Real Money Investors and Sovereign Bond Yields,
Laura Jaramillo and Yuanyan Zhang, from International Monetary Fund (2013)
Keywords: WP;bond yield;investor;holding;debt;money; Public Debt; Government Bonds; Investor Base; Advanced Market Economies; Emerging Market Economies; money investor; ECB securities market program holding; nonbank holding; investor holding; Bond yields; Yield curve; Foreign banks; Sovereign bonds; Asia and Pacific; North America; Global

The influence of sovereign bond yields on bank lending rates: the pass-through in Europe,
Markus Eller and Thomas Reininger, in Focus on European Economic Integration (2016)
Keywords: sovereign debt crisis, sovereign spread, sovereign credit risk, sovereign yield, government bond yield, bank interest rates, bank lending, lending conditions, long-term financing, bank funding, transmission, interest rate pass-through

The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis,
Sha Liu, in Multinational Finance Journal (2014)
Keywords: textual sentiment; media pessimism; information supply; sovereign bond yield spreads; European sovereign debt crisis

Fiscal Deficits, Public Debt, and Sovereign Bond Yields,
Manmohan Kumar and Emanuele Baldacci, from International Monetary Fund (2010)
Keywords: WP;break;bond yield;deficit;debt

Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999),
Shariq Ahmad Bhat and Qaiser Dar, in DECISION: Official Journal of the Indian Institute of Management Calcutta (2019)
Keywords: Volatility persistence, Sovereign bond yields, India and China, Permanent and transitory components

Sovereign Bond Spreads and Credit Sensitivity,
Ricardo Schefer, from Universidad del CEMA (2020)
Keywords: bond, sovereign, spread, expected, risk neutral, default, duration, yield

Analysis of the evolution of sovereign bond yields by wavelet techniques,
David Chinarro, Eduardo Martínez and Simón J. Sosvilla, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2015)
Keywords: Sovereign bond; Wavelet; Coherence; Entropy; Time series; Correlation; Comovement

The determinants of sovereign bond yield spreads in the EMU,
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas, from Business School - Economics, University of Glasgow (2012)
Keywords: sovereign yields, government debt, panel analysis, credit ratings

The determinants of sovereign bond yield spreads in the EMU,
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas, from European Central Bank (2015)
Keywords: credit ratings, government debt, panel analysis, sovereign yields

The determinants of sovereign bond yield spreads in the EMU,
Alexandros Kontonikas, Michael Arghyrou and Antonio Afonso, from Scottish Institute for Research in Economics (SIRE) (2012)
Keywords: sovereign yields, government debt, panel analysis, credit ratings,

The determinants of sovereign bond yield spreads in the EMU,
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012)
Keywords: sovereign yields, government debt, panel analysis, credit ratings

Sovereign Bond Yields Spreads Spillovers in the EMU,
Antonio Afonso and Mina Kazemi, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018)
Keywords: sovereign yields spreads, spillovers, euro area, panel data

Do green financial policies offset the climate transition risk penalty imposed on long-term sovereign bond yields?,
Ruijie Cheng, Bhavya Gupta and Ramkishen S. Rajan, in Research in International Business and Finance (2023)
Keywords: Green finance; Transition risks; Sovereign bonds; Bond yields; Green financial policies;

Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield,
Kpughur Moses Tule, Osana Jackson Odonye, Udoma Afangideh, Godday Ebuh, Elijah Udoh and Augustine Ujunwa, in Financial Innovation (2019)
Keywords: Tapering, Nigeria 10-year sovereign bond yield, Error correction model, Counterfactual analysis

The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic,
George Hondroyiannis and Dimitrios Papaoikonomou, in Empirical Economics (2022)
Keywords: Euro area, Asset purchase programmes, Sovereign bond yields, Time-varying parameters

The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic,
George Hondroyiannis and Dimitrios Papaoikonomou, from Bank of Greece (2021)
Keywords: Euro area;asset purchase programmes; sovereign bond yields; time-varying parameters.

Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?,
Melika Ben Salem and Barbara Castelletti, from Banque de France (2016)
Keywords: Sovereign bond yields, Public Debt, Net Foreign Assets, Panel error-correction models.

Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades,
Nikolaos Antonakakis, from University Library of Munich, Germany (2012)
Keywords: Government bond yield spreads; credit rating agencies; dynamic conditional correlations; Euro zone sovereign debt crisis

Is there a Long-Term Relationship among European Sovereign Bond Yields?,
Ian Schaeffer and Miguel Ramirez, in Business and Economic Research (2017)
Keywords: European Monetary Union, Fully modified ordinary least squares (FMOLS), Pairwise Granger Causality tests, Panel unit roots, Panel cointegration, Sovereign bond yields

Is there a Long-Term Relationship among European Sovereign Bond Yields?,
Ian Schaeffer and Miguel Ramirez, from Trinity College, Department of Economics (2017)
Keywords: European Monetary Union; Fully modified ordinary least squares (FMOLS); Pairwise Granger Causality tests; Panel unit roots; Panel cointegration; Sovereign bond yields.

Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, from University of Paris Nanterre, EconomiX (2017)
Keywords: ESG performance, sovereign bond yield spreads.

Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, from HAL (2016)
Keywords: ESG performance, sovereign bond yield spreads

Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, from HAL (2016)
Keywords: ESG performance, sovereign bond yield spreads

Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, from HAL (2017)
Keywords: ESG performance; sovereign bond yield spreads.

German Bond Yields and Debt Supply: Is There a “Bund Premium”?,
Anne-Charlotte Paret and Anke Weber, from International Monetary Fund (2019)
Keywords: WP;convenience yield;long-term debt; Sovereign Bond Yields; Bond Supply; Central Bank Quantitative Easing; debt supply; demand curve; bond premium; Bund yield; Bund premia; bond volatility; government bond yield; Sovereign bonds; Bonds; Bond yields; Yield curve; Global

Revisiting The Determinants Of Sovereign Bond Yield Volatility,
Carlos Alberto Piscarreta Pinto Ferreira, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2022)
Keywords: Volatility, Bond Market, Public Debt, Sovereign Risk, Panel Data, Fixed Effects

Anatomy of sovereign yield behaviour using textual news,
Ameet Kumar Banerjee, H.K. Pradhan, Md Akhtaruzzaman, Ahmet Sensoy and Susan Dann, in Research in International Business and Finance (2024)
Keywords: yield spread; sovereign bond; textual news; macroeconomic news;

On International Integration of Emerging Sovereign Bond Markets,
Itai Agur, Melissa Chan, Mangal Goswami and Sunil Sharma, from International Monetary Fund (2018)
Keywords: WP;EM;sovereign bond;currency;yield; F21; F65; G15; H63; O16; sovereign bond bond market; currency bond; EM sovereign bond bond yield; EM bond markets; dollar-denominated debt; EM sovereign bond bond market; EM debt fund; EM currency; EM bond; Securities markets; Bond yields; Bonds; Sovereign bonds; Global; Africa

Co-movement and global factors in sovereign bond yields,
Ioannis Venetis and Avgoustinos Ladas, from University Library of Munich, Germany (2022)
Keywords: sovereign bonds; yield curve; term structure; multilevel factor model; global factors; local factors

What Explains the Volatility in Pakistan’s Sovereign Bond Yields?,
Mohsin Waheed Tunio, from University Library of Munich, Germany (2023)
Keywords: Volatility, Sovereign bonds, Yield, Eurobond, Sukuk, Spreads

What Explains the Volatility in Pakistan’s Sovereign Bond Yields?,
Mohsin Waheed and Zulfiqar Hyder, from State Bank of Pakistan, Research Department (2023)
Keywords: Volatility, Sovereign bonds, Yield, Eurobond, Sukuk, Spreads

Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, from HAL (2019)
Keywords: ESG performance,Sovereign bonds,Sustainability,Yield spreads

Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, in Journal of Banking & Finance (2019)
Keywords: ESG performance; Sovereign bonds; Sustainability; Yield spreads;

Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries,
Gunther Capelle-Blancard, Patricia Crifo, Marc-Arthur Diaye, Rim Oueghlissi and Bert Scholtens, from HAL (2019)
Keywords: ESG performance,Sovereign bonds,Sustainability,Yield spreads

Geopolitical Risks and Yield Dynamics in the Australian Sovereign Bond Market,
Milan Christian De Wet, in JRFM (2023)
Keywords: geopolitical risk; Australian bond yields; quantile regression; yield curve

Convergence behavior of sovereign bond yields in the EU and COVID-19 government responses,
Christina Christou, Konstantinos Eleftheriou and Patroklos Patsoulis, in Letters in Spatial and Resource Sciences (2024)
Keywords: Bond yields, Convergence, Covid-19, EU, Government responses

Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns,
Go Tamakoshi and Shigeyuki Hamori, in Journal of Economics and Finance (2014)
Keywords: Bank Stock Returns, Bond Yields, Causality-In-Variance Test, International Volatility Spillover, Greek Sovereign Debt Crisis, G14, G15, G20,

Recent developments in Australian bond yields,
Benjamin Ford and Karen Taylor, in Economic Roundup (2005)
Keywords: bond yields

Sovereign Bond Spreads in the EMU Peripheral Countries. The Role of the Outright Monetary Transactions,
Wojciech Grabowski and Ewa Stawasz, in Prague Economic Papers (2017)
Keywords: government bond yield spreads, sovereign debt crisis, OMT programme

Emerging market sovereign bond spreads: Estimation and back-testing,
Fabio Comelli, in Emerging Markets Review (2012)
Keywords: Emerging economies; Sovereign bond yield spreads; In-sample forecasts;

Euro area sovereign bond risk premia during the Covid-19 pandemic,
Stefano Corradin, Niklas Grimm and Bernd Schwaab, from European Central Bank (2021)
Keywords: ECB, event study, Kalman filter, sovereign bond yields

Euro area sovereign bond risk premia before and during the Covid-19 pandemic,
Stefano Corradin and Bernd Schwaab, in European Economic Review (2023)
Keywords: Sovereign bond yields; ECB; Kalman filter; Event study;

Impact of international and local conditions on sovereign bond spreads: International evidence,
Selma Izadi and M. Kabir Hassan, in Borsa Istanbul Review (2018)
Keywords: Global bond markets; Sovereign yield spreads; Macroeconomics fundamentals; Panel regressions

The German sub-national government bond market: evolution, yields and liquidity,
Alexander Schulz and Guntram Wolff, from Deutsche Bundesbank (2008)
Keywords: sovereign bond market, yields, liquidity, fiscal federalism, Germany

Analyzing determinants of bond yield spreads with Bayesian Model Averaging,
Dominik Maltritz and Alexander Molchanov, in Journal of Banking & Finance (2013)
Keywords: Sovereign bond yield spreads; Country default risk; Bayesian Model Averaging;

Global Financial Spillovers to Emerging Market Sovereign Bond Markets,
Christian Ebeke and Annette Kyobe, from International Monetary Fund (2015)
Keywords: WP;investor;bond yield;EM sovereign bond bond yield; Financial shocks; EM bond markets; Spillovers; Non-linearity; Interest rates; investor base; EM sovereign bond yield; sovereign bond bond market; sovereign bond market; Sovereign bonds; Bond yields; Securities markets; Forward exchange rates; Global; Africa

The impact of sovereign credit rating changes on government bond yields in South Africa,
Misheck Mutize and McBride M. Nkhalamba, in International Journal of Sustainable Economy (2020)
Keywords: credit rating; bond yield; downgrades; upgrade; outlooks; South Africa.

Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies,
Serkan Arslanalp and Tigran Poghosyan, in Journal of Banking and Financial Economics (2016)
Keywords: Government bond yields, investor base, interest rate determinants

Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data,
Jean-yves Filbien, Fabien Labondance and Yann Echinard, in Economics Bulletin (2013)
Keywords: Sovereign Bond Crisis, Sovereign Bond Yield Spreads, Eurozone, Governance

News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries,
Wojciech Grabowski and Ewa Stawasz-Grabowska, in Czech Journal of Economics and Finance (Finance a uver) (2019)
Keywords: sovereign bond yields, euro area crisis, VARX-GARCH-BEKK model

The impact of ECB's pandemic emergency asset purchase announcements on sovereign bond markets: evidence from Euro area countries,
Tarek Chebbi and Waleed Hmedat, in International Journal of Sustainable Economy (2023)
Keywords: ECB; asset purchases; sovereign bond yields; COVID-19 pandemic.

Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries,
Pedro Pires Ribeiro, Rodolfo Cermeño and José Dias Curto, in Finance Research Letters (2017)
Keywords: Sovereign bond yield spreads; Euro area; Panel-GARCH models;

Emerging Market Sovereign Bond Spreads: Estimation and Back-testing,
Fabio Comelli, from International Monetary Fund (2012)
Keywords: WP;bond spread;emerging market sovereign bond;risk rating;bond Index;rating index; Emerging economies; sovereign bond yield spreads; in-sample forecasts; sample bond; regress bond; bond flow reversal; emerging market region; ICRG economic risk rating index; fitted sovereign bond; financial risk rating; Yield curve; Sovereign bonds; Emerging and frontier financial markets; Bond yields; Securities markets; Global; Africa; Asia and Pacific; Western Hemisphere

The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin’s Forgone Bail-out,
Schulz Alexander and Guntram Wolff, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2009)
Keywords: Sovereign bond market, yields, liquidity, fiscal federalism, Germany

Corporate Yields: Effect of Credit Ratings and Sovereign Yields,
Galina Hale, Julia Bevilaqua and Eric Tallman, from C.E.P.R. Discussion Papers (2020)
Keywords: Bond; Rating; Sovereign

Climate transition risk in sovereign bond markets,
Sierra Collender, Baoqing Gan, Christina S. Nikitopoulos, Kylie-Anne Richards and Laura Ryan, in Global Finance Journal (2023)
Keywords: Carbon dioxide; Climate transition risk; Natural resources rents; Renewables; Sovereign bond yields;

Sovereign bond yield spreads: a time-varying coefficient approach,
Kerstin Bernoth and Burcu Erdogan, from European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics (2010)
Keywords: sovereign bond spreads, fiscal policy, euro area, financial crisis, semiparametric time-varying coefficient model, nonparametric estimation

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach,
Kerstin Bernoth and Burcu Erdogan, from DIW Berlin, German Institute for Economic Research (2010)
Keywords: sovereign bond spreads, fiscal policy, euro area, financial crisis, semiparametric time-varying coefficient model, nonparametric estimation

Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries,
Massimo Ferrari, Stéphanie Stolz and Michael Wedow, in Empirical Economics (2019)
Keywords: Liquidity, Primary dealer, Sovereign bond markets

Collective action clauses: How do they affect sovereign bond yields?,
Alfredo Bardozzetti and Davide Dottori, in Journal of International Economics (2014)
Keywords: Collective action clauses (CAC); Sovereign yields; Debt restructuring; Default; Panel data;

Long-run and short-run determinants of sovereign bond yields in advanced economies,
Tigran Poghosyan, in Economic Systems (2014)
Keywords: Advanced economies; Government bond yields; Long-run and short-run determinants; Panel cointegration; Public debt;

Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis,
Nikolaos Antonakakis and Konstantinos Vergos, in Journal of International Financial Markets, Institutions and Money (2013)
Keywords: Government bond yield spread; Spillover; Vector autoregression; Variance decomposition; Impulse response;

Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis,
Nikolaos Antonakakis and Konstantinos Vergos, from University Library of Munich, Germany (2012)
Keywords: Government bond yield spread; Euro Zone debt crisis; Spillover; Vector autoregression;p Variance decomposition; Impulse response

Bond Yields, Sovereign Risk and Maturity Structure,
Marcos González-Fernández and Carmen González-Velasco, in Risks (2018)
Keywords: maturity structure; sovereign risk; debt maturity; sovereign debt market

Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach,
Dominik Maltritz, in Journal of International Money and Finance (2012)
Keywords: E43; G12; H63; E62; Sovereign bond yield spreads; Default risk in EMU countries; Bayesian Model Averaging;

Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers,
Jakree Koosakul, from Puey Ungphakorn Institute for Economic Research (2016)
Keywords: Sovereign Bond Yields; Market Microstructure; Foreign Participation

Liquidity and credit risk premia in government bond yields,
Jacob Ejsing, Magdalena Grothe and Oliver Grothe, from European Central Bank (2012)
Keywords: bond markets, liquidity premium, sovereign credit risk, state space models, yield curve modeling

International Financial Control and Sovereign Risk,
Ali Coskun Tuncer, from Palgrave Macmillan (2015)
Keywords: Structural Break, Break Point, Bond Price, Bond Yield, Sovereign Debt

On the inflation risks embedded in sovereign bond yields,
Gonzalo Camba-Mendez, from European Central Bank (2020)
Keywords: inflation risks, portfolio choice, yields

The Impact of the Introduction of Uniform European Collective Action Clauses on European Government Bonds as a Regulatory Result of the European Sovereign Debt Crisis,
Nicoletta Layher and Eyden Samunderu, in JRFM (2020)
Keywords: collective action clauses; sovereign debt; bond yields

Sovereign bond yield spreads: A time-varying coefficient approach,
Kerstin Bernoth and Burcu Erdogan, in Journal of International Money and Finance (2012)
Keywords: G12; C14; E43; E62; G12; H62; H63; Sovereign bonds; Sovereign bond spreads; Fiscal policy; Euro area; Financial crisis; Semiparametric time-varying coefficient model; Non-parametric estimation;

Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone,
Silvo Dajcman, in Panoeconomicus (2013)
Keywords: Asymmetric correlation, Sovereign bonds, Eurozone, Financial crisis

The joint dynamics of sovereign ratings and government bond yields,
Makram El-Shagi and Gregor von Schweinitz, from Deutsche Bundesbank (2016)
Keywords: Sovereign Risk, Rating Agencies, Semiparametric Models, Nonlinearities

The Joint Dynamics of Sovereign Ratings and Government Bond Yields,
Makram El-Shagi and Gregor von Schweinitz, from Halle Institute for Economic Research (IWH) (2015)
Keywords: sovereign risk, rating agencies, semiparametric model, nonlinearities

The joint dynamics of sovereign ratings and government bond yields,
Makram El-Shagi and Gregor von Schweinitz, in Journal of Banking & Finance (2018)
Keywords: Sovereign risk; Rating agencies; Semiparametric models; Nonlinearities;

Quantitative easing and sovereign bond yields: a global perspective,
Dimitrios Malliaropulos and Petros Migiakis, from Bank of Greece (2018)
Keywords: monetary policy; quantitative easing; sovereign bonds; interest rates; panel cointegration.