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  • The paper aims to identify the determinants of widening sovereign spreads in selected countries from Central and Eastern Europe during the crisis, put the spreads into perspective of some macroeconomic performance indicators and calculate the implied probability of default. Although a common factor reflecting global risk perception seems to be the main driving force some national specific factors such as fiscal balance, trade openness, inflation also play a role. The calculations of implied default probability clearly show a rapid increase mainly for Latvia, Lithuania, Hungary and Romania.
  • The paper aims to identify the determinants of widening sovereign spreads in selected countries from Central and Eastern Europe during the crisis, put the spreads into perspective of some macroeconomic performance indicators and calculate the implied probability of default. Although a common factor reflecting global risk perception seems to be the main driving force some national specific factors such as fiscal balance, trade openness, inflation also play a role. The calculations of implied default probability clearly show a rapid increase mainly for Latvia, Lithuania, Hungary and Romania. (en)
Title
  • Financial Turmoil and Sovereign Bond Yields in Central and Eastern Europe
  • Financial Turmoil and Sovereign Bond Yields in Central and Eastern Europe (en)
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  • Financial Turmoil and Sovereign Bond Yields in Central and Eastern Europe
  • Financial Turmoil and Sovereign Bond Yields in Central and Eastern Europe (en)
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  • RIV/47813059:19520/10:#0000551!RIV11-GA0-19520___
http://linked.open...avai/riv/aktivita
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  • P(GA402/08/0067)
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  • 259148
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  • RIV/47813059:19520/10:#0000551
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  • crisis, sovereign bonds, implied probability of default (en)
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  • [6E20DA3C76A3]
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  • Bratislava
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  • Bratislava
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  • FOR FIN 2010
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  • Stavárek, Daniel
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number of pages
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  • Ekonomická univerzita v Bratislave
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  • 978-80-225-3001-9
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  • 19520
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