Browsing ECO Articles by Author "MANGANELLI, Simone"

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Browsing ECO Articles by Author "MANGANELLI, Simone"

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    Title: What Drives Spreads in the Euro Area Government Bond Market?  Author(s): MANGANELLI, Simone; WOLSWIJK, Guido; RAVN, Morten O.; THESMAR, David Date: 2009 Type of Publication: Article Abstract: Spreads between euro area government bond yields are related to short-term interest rates, which are in turn related to market liquidity, to cyclical conditions, and to investors' incentives to take risk. In theory, lower ...