Sovereign Spreads : Global Risk Aversion, Contagion or Fundamentals? /

Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility. This paper explores how much of these large movements reflected shifts in (i) global risk aversion (ii) country-specific risks, directly from worsening fundamentals, or indirectly from spillovers or...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Segoviano, Miguel
Beste egile batzuk: Caceres, Carlos, Guzzo, Vincenzo
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2010.
Saila:IMF Working Papers; Working Paper ; No. 2010/120
Sarrera elektronikoa:Full text available on IMF