Sovereign Spreads : Global Risk Aversion, Contagion or Fundamentals?

IMF Working Papers, 2010, INTERNATIONAL MONETARY FUND

https://akb.au.int/handle/AKB/82317

Author(s): Miguel A. Segoviano Basurto Carlos Caceres Vincenzo Guzzo

Contributing Member(s): INTERNATIONAL MONETARY FUND

Subject(s): 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) General Financial Markets