Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries

David Aristei and Duccio Martelli

Journal of Economics and Business, 2014, vol. 76, issue C, 55-84

Abstract: The paper investigates the determinants of sovereign bond yield spreads in the Euro area and extends the models commonly used in empirical analyses by focusing on the impact of market expectations and behavioral factors.

Keywords: Sovereign spreads; Market sentiment; Market expectations; Dynamic heterogeneous panel models (search for similar items in EconPapers)
JEL-codes: C23 G12 G14 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (18)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jebusi:v:76:y:2014:i:c:p:55-84

DOI: 10.1016/j.jeconbus.2014.08.001

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