The significance of country-specific and common risk factors for CEE government bond spreads changes
This paper provides an empirical assessment of the relationship between common European Union and country-specific risk factors of sovereign bond spreads for Central and Eastern European countries over the period of 2004-2014. The model, estimated using Pooled Mean Group techniques, that accounts f...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2016-04-01
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| Series: | Ekonomika |
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| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/9908 |