Italian Sovereign Spreads : Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions /
Volatility in Italian sovereign spreads has increased since mid-2011. This paper finds that news on the euro area debt crisis and country specific events were important drivers of sovereign spreads. Movements in sovereign spreads affect CDS spreads and bond yields of Italian banks, and are transmitt...
| Prif Awdur: | |
|---|---|
| Fformat: | Cylchgrawn |
| Iaith: | English |
| Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Cyfres: | IMF Working Papers; Working Paper ;
No. 2013/084 |
| Mynediad Ar-lein: | Full text available on IMF |