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The Sovereign Risk Premium Dynamics In The Context Of Macroeconomic Deterioration

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  • STRACHINARU ADINA-IONELA

    (BUCHAREST UNIVERSITY OF ECONOMIC STUDIES)

Abstract

Financial instability causes imbalances also externally, in terms of sovereign risk, a fact caught in the countries of the European Union. The paper aims to capture the positive elasticity of the sovereign risk premium to the macrostability deterioration, structural balance proving to be the most significant factor for the period 2005-2019.

Suggested Citation

  • Strachinaru Adina-Ionela, 2021. "The Sovereign Risk Premium Dynamics In The Context Of Macroeconomic Deterioration," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 66-71, June.
    • Handle: RePEc:cbu:jrnlec:y:2021:v:3:p:66-71
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