Identifying the Determinants of EMU Long-Term Bond Yield Spread
Institution: | California State Polytechnic University – Pomona |
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Department: | |
Year: | 2016 |
Keywords: | economics |
Posted: | 02/05/2017 |
Record ID: | 2129931 |
Full text PDF: | http://hdl.handle.net/10211.3/174053 |
My current research studies the fiscal and market determinants responsible for the escalated bond yield spread, that arose as a result of the European Debt Crisis. Spread is defined as the difference between 10-year bonds yields issued by European Monetary Union members and the corresponding German 10-year yields. Specifically, the study will focus on the time period that encompasses the Great Recession as well as the European Debt Crisis, from the first quarter of 2003 to the second quarter of 2015. Advisors/Committee Members: Kerr, Craig (advisor), Lange, Carsten (committee member).