Listar1. Investigación por tema "Risk premium"
Mostrando ítems 1-3 de 3
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Have the determinants of the sovereign spreads changed from 1993 until 2014? A panel data analysis for the Eurozone
(Grupo Editorial Espacios, 2020)[Abstract]: This paper explores the determining factors of the Eurozone sovereign yields and the manner they have changed over the last twenty years. In this time period, ranging from 1993 to 2014, the Euro area has gone ... -
Los límites de las políticas nacionales en la Eurozona: el caso de la prima de riesgo soberana
(2015)[Resumen]El objetivo del presente trabajo es valorar el impacto sobre el comportamiento de la prima de riesgo de la deuda española de dos intentos de incidir sobre esta variable por parte de policymakers que operan en ... -
The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressivein- Mean Models
(Oxford, 2022)[Abstract] We extend the results in Borkovec (2000), Basrak, David, and Mikosch (2002a), Lange (2011), and Francq and Zakoı¨an (2015) by describing the tail behavior when a risk premium component is added in the mean ...