A term structure model for defaultable European sovereign bonds

Keyphrases

• Bond Yields 100%
• Greece 100%
• Spain 100%
• Italy 100%
• Term Structure Models 100%
• Sovereign Bonds 100%
• Fiscal Variables 100%
• Sovereign Bond Markets 100%
• Germany 50%
• Left behind 50%
• Subprime Mortgage Market 50%
• Monthly Data 50%
• Economic Crisis 50%
• Fiscal Deficit 50%
• Debt Crisis 50%
• Debt Level 50%
• Bond Yield Spreads 50%
• Sovereign Debt Crisis 50%
• Arbitrage-free 50%
• Eurozone Crisis 50%
• Sovereign Risk 50%
• Banking Crisis 50%
• Fiscal Debt 50%
• Affine Term Structure Models 50%
• Fiscal Position 50%
• Banking Fragility 50%
• Sovereign Yield Spreads 50%
• Economic Outlook 50%
• Fiscal Stimulus Packages 50%

Economics, Econometrics and Finance

• Yield Curve 100%
• Public Bond 100%
• Debt Crisis 50%
• Finance 25%
• Subprime Financial Crisis 25%
• Arbitrage 25%
• Budget Deficit 25%
• Countercyclical Fiscal Policy 25%
• Economic Recession 25%