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The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
In: EconPol Working Paper.
RePEc:ces:econwp:_22.

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Cited: 5

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Cites: 8

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Cocites: 27

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Citations received by this document

  1. Does Media Visibility Make EU Fiscal Rules More Effective?. (2021). MOURRE, Gilles ; Mohl, Philipp ; Langedijk, Sven ; Hoogeland, Martijn.
    In: European Economy - Discussion Papers.
    RePEc:euf:dispap:155.

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  2. Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?. (2021). Pamies, Stephanie ; Carnot, Nicolas ; Ptru, Anda.
    In: European Economy - Discussion Papers.
    RePEc:euf:dispap:141.

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  3. Quantitative easing in the Euro Area – An event study approach. (2020). Watzka, Sebastian ; Urbschat, Florian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:14-36.

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  4. Covid 19: a new challenge for the EMU. (2020). Delatte, Anne-Laure ; Guillaume, Alexis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14848.

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  5. Covid 19: a new challenge for the EMU. (2020). Delatte, Anne-Laure ; Guillaume, Alexis.
    In: Working Papers.
    RePEc:cii:cepidt:2020-08.

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References

References cited by this document

  1. 1. Afonso, A. (2010). Long-term government bond yields and economic forecasts: evidence for the EU. Applied Economics Letters, 17(15), 1437-1441.

  2. 2. Afonso, A., & Nunes, A. S. (2015). Economic forecasts and sovereign yields. Economic Modelling, 44, 319-326.

  3. 3. Afonso, A., Arghyrou, M. G., Bagdatoglou, G., & Kontonikas, A. (2015). On the timevarying relationship between EMU sovereign spreads and their determinants. Economic Modelling, 44, 363-371.

  4. 4. Afonso, A., & Jalles, J. T. (2018). Quantitative easing and sovereign yield spreads: EuroArea time-varying evidence. Journal of International Financial Markets, Institutions and Money.

  5. 5. Afonso, A., & Strauch, R. (2007). Fiscal policy events and interest rate swap spreads: Evidence from the EU. Journal of International Financial Markets, Institutions and Money, 17(3), 261-276.

  6. 6. Alesina, A., De Broeck, M., Prati, A., & Tabellini, G. (1992). Default risk on government debt in OECD countries. Economic Policy, 7(15), 427-463.
    Paper not yet in RePEc: Add citation now

  7. 7. Arghyrou, M. G., & Kontonikas, A. (2012). The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. Journal of International Financial Markets, Institutions and Money, 22(4), 658-677.

  8. 8. Arghyrou, M. G., & Tsoukalas, J. D. (2011). The Greek debt crisis: Likely causes, mechanics and outcomes. The World Economy, 34(2), 173-191. 14 9. Arru, D., Iacovoni, D., Monteforte, L., & Pericoli, F. M. (2013). EMU sovereign spreads and macroeconomic news. In Public Debt, Global Governance and Economic Dynamism (343363) . Springer Milan.

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  7. The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
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  8. The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
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  9. ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David.
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  11. Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba .
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  12. Economic forecasts and sovereign yields. (2015). Afonso, Antonio ; Nunes, Ana Sofia .
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  13. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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  17. Fiscal Policy, Interest Rates and Risk Premia in Open Economy. (2013). Salvatore Dell'Erba, Sergio Sola, .
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  20. The Fiscal Forecasting Track Record of the European Commission and Portugal. (2012). Silva, Jorge ; Afonso, Antonio.
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  21. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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  22. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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  23. Public Statements on Sovereign Yield Spreads:The Greek Case. (2012). Petrakis, Panagiotis ; Daniilopoulou, Nikoleta ; Papadakis, Emmanuel.
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