Fiscal and financial determinants of Eurozone sovereign spreads

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 3
Pages: 774-776

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The relationship between fiscal and financial euro area indicators and sovereign yield spreads has changed after the start of the financial crisis. Increased financial volatility has magnified the impact of fiscal conditions as drivers of sovereign risk, has widened the set of macroeconomic determinants, and has caused substantial interactions between fiscal and financial variables.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:3:p:774-776
Journal Field
General
Author Count
2
Added to Database
2026-01-25