Spanish sovereign term structure

an implication for sovereign debt crisis

Chamadanai Marknual

Research output: Contribution to journalMeeting abstract

Abstract

Since 2009, concern about sovereign default risk widens the European bond spread. The Spanish spread surged due to larger-than-expected budget deficit. Therefore, term structure model that links fiscal exposure can explain how yield evolves during crisis.
Original languageEnglish
Pages (from-to)53-54
Number of pages2
JournalExpo 2012 Higher Degree Research : book of abstracts
Publication statusPublished - 2012
EventHigher Degree Research Expo (8th : 2012) - Sydney
Duration: 12 Nov 201213 Nov 2012

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