Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach

This publication has 34 references indexed in Scilit:

• Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach
  SSRN Electronic Journal, 2010
• Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
  Review of Finance, 2010
• Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty
  Journal of Money, Credit and Banking, 2008
• MONETARY POLICY WITH A WIDER INFORMATION SET: A BAYESIAN MODEL AVERAGING APPROACH
  Scottish Journal of Political Economy, 2008
• Unraveling the fortunes of the fortunate: An Iterative Bayesian Model Averaging (IBMA) approach
  Journal of Macroeconomics, 2007
• Stock Return Predictability: A Bayesian Model Selection Perspective
  The Review of Financial Studies, 2002
• Benchmark priors for Bayesian model averaging
  Journal of Econometrics, 2001
• The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s
  SSRN Electronic Journal, 1999
• Bayes Factors
  Journal of the American Statistical Association, 1995
• Default Risk on Government Debt in OECD Countries
  Economic Policy, 1992