Browsing NTNU Open by Author "Selvik, Hanne Abrahamsen"
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Drivers of Euro Area Yield Spreads: Economic Fundamentals or Psychology? - A study of long term government bond yield spreads from 1990 to 2014
Selvik, Hanne Abrahamsen; Tørres, Helene Ege (Master thesis, 2015)We analyze government bond yield spreads in Greece, Ireland, Portugal, Spain, and Italy from 1990 to 2014. Seeking to identify the effects of economic fundamentals and psychology, we split the time period into four regimes ...