This paper looks at the determinants of sovereign interest rate spreads for euro area countries and in particular the role of fundamentals including fiscal, macroeconomic and institutional variables.
Stéphanie Pamies, Nicolas Carnot and Anda Pătărău. European Commission
Information and identifiers
Discussion Paper 141. June 2021. Brussels. PDF. 52pp. Tab. Graph. Bibliogr. Free.
ISBN 978-92-76-23770-9 (online)
ISSN 2443-8022 (online)
doi:10.2765/ 178268 (online)
JEL classification: H63, E43, E62, C23, O52.
European Economy Discussion Papers are written by the staff of the European Commission’s Directorate-General for Economic and Financial Affairs, or by experts working in association with them, to inform discussion on economic policy and to stimulate debate. The views expressed in this document are solely those of the author(s) and do not necessarily represent the official views of the European Commission.