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...

詳細記述

書誌詳細
第一著者: Zoli, Edda
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2013.
シリーズ:IMF Working Papers; Working Paper ; No. 2013/084
オンライン・アクセス:Full text available on IMF