INVESTIGADORES
MARTINEZ Lisana BelÉn
artículos
Título:
Do sovereign bond spreads in EU converge? An analysis through self-organizing maps
Autor/es:
ANTONIO TERCEÑO; LISANA B. MARTINEZ; M. TERESA SORROSAL-FORRADELLAS
Revista:
Journal of ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
Editorial:
Academy of Economic Studies in Bucharest
Referencias:
Año: 2013 vol. 2013 p. 53 - 70
ISSN:
1842-3264
Resumen:
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.
