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Italian Sovereign Spreads

Italian Sovereign Spreads »

Source: Italian Sovereign Spreads : Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions

Volume/Issue: 2013/84

Series: IMF Working Papers

Author(s): Edda Zoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 April 2013

ISBN: 9781484357705

Keywords: Italian sovereign spreads, bank funding costs, lending conditions, bond, bonds, government bond, bond yields, bond spreads, Financial Markets and the Macroeconomy, Asset Pricing,

Volatility in Italian sovereign spreads has increased since mid-2011. This paper finds that news on the euro area debt crisis and country specific events were important drivers of sovereign spreads. Movements in so...

Sovereign Spreads

Sovereign Spreads »

Source: Sovereign Spreads : Global Risk Aversion, Contagion or Fundamentals?

Volume/Issue: 2010/120

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto , Carlos Caceres , and Vincenzo Guzzo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

ISBN: 9781455200795

Keywords: Sovereign spreads, contagion, market price of risk, probability, bond, bonds, bond yields, probabilities, Financial Markets and the Macroeconomy, General Financial Markets: General (includes Measurement and Data)

Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility. This paper explores how much of these large movements reflected shifts in (i) global risk aversion (ii) country-...

Italian Sovereign Spreads
			: Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions

Italian Sovereign Spreads : Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions »

Volume/Issue: 2013/84

Series: IMF Working Papers

Author(s): Edda Zoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 April 2013

DOI: http://dx.doi.org/10.5089/9781484357705.001

ISBN: 9781484357705

Keywords: Italian sovereign spreads, bank funding costs, lending conditions, bond, bonds, government bond, bond yields, bond spreads, Financial Markets and the Macroeconomy, Asset Pricing,

Volatility in Italian sovereign spreads has increased since mid-2011. This paper finds that news on the euro area debt crisis and country specific events were important drivers of sovereign spreads. Movements in so...

Sovereign Spreads
			: Global Risk Aversion, Contagion or Fundamentals?

Sovereign Spreads : Global Risk Aversion, Contagion or Fundamentals? »

Volume/Issue: 2010/120

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto , Carlos Caceres , and Vincenzo Guzzo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

DOI: http://dx.doi.org/10.5089/9781455200795.001

ISBN: 9781455200795

Keywords: Sovereign spreads, contagion, market price of risk, probability, bond, bonds, bond yields, probabilities, Financial Markets and the Macroeconomy, General Financial Markets: General (includes Measurement and Data)

Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility. This paper explores how much of these large movements reflected shifts in (i) global risk aversion (ii) country-...