TITLE

DO SOVEREIGN BOND SPREADS IN EU CONVERGE? AN ANALYSIS THROUGH SELF-ORGANIZING MAPS

AUTHOR(S)
TERCEÑO, Antonio; MARTINEZ, Lisana B.; SORROSAL-FORRADELLAS, M. Teresa
PUB. DATE
October 2013
SOURCE
Economic Computation & Economic Cybernetics Studies & Research;2013, Vol. 47 Issue 4, p1
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
This paper presents an empirical analysis related to sovereign bond spreads evolution since 1999 to 2011. Applying self- organizing maps, we find different groups of countries along the years related with their bond spreads variations. Moreover, we detect the euro effect and consider different groups of countries to the study. The financial crisis impact is also considered and shows interesting results.
ACCESSION #
93394286

 

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