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

被引：0

作者：

Terceno, Antonio ^{[1
]}

Martinez, Lisana B. ^{[1
]}

Teresa Sorrosal-Forradellas, M. ^{[1
]}

机构：

[1] Univ Rovira & Virgili, Fac Business & Econ, Dept Business Management, Tarragona, Spain

来源：

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH | 2013年 / 47卷 / 04期

关键词：

Self-organizing maps; financial crisis; sovereign bond spreads; eurozone; YIELD SPREADS; EFFICIENCY; IMPROVE;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：53 / 70

页数：18

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