Investor sentiment and yield spread determinants: evidence from European markets
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DOI: 10.1108/JES-01-2012-0008
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Cited by:
- Pedro Manuel Nogueira Reis & Carlos Pinho, 2021. "A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 420-442, October.
- Aristei, David & Martelli, Duccio, 2014. "Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries," Journal of Economics and Business, Elsevier, vol. 76(C), pages 55-84.
- Carla Fernandes & Paulo M. Gama & Elisabete Vieira, 2016. "Does local and Euro area sentiment matter for sovereign debt markets? Evidence from a bailout country," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 816-834, February.
- Mohsen Bahmani-Oskooee & Ruixin Zhang, 2015. "On the impact of financial development on income distribution: time-series evidence," Applied Economics, Taylor & Francis Journals, vol. 47(12), pages 1248-1271, March.
- Turkmen Muldur Gozde & Kandir Serkan Yılmaz & Onal Yıldırım Beyazıt, 2019. "Investor Sentiment and Speculative Bond Yield Spreads," Foundations of Management, Sciendo, vol. 11(1), pages 177-186, January.
- Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros, 2016.
"Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 62-77.
- Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016. "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print hal-01358715, HAL.
- Elroi Hadad & Haim Kedar-Levy, 2022. "The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds," Papers 2208.01538, arXiv.org.
- Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016.
"Bond market investor herding: Evidence from the European financial crisis,"
International Review of Financial Analysis, Elsevier, vol. 48(C), pages 367-375.
- Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016. "Bond market investor herding: Evidence from the European financial crisis," Post-Print hal-01333218, HAL.
- Stefan Abrantes Costa & Pedro Manuel Nogueira Reis & Antonio Pedro Soares Pinto, 2020. "Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(5), pages 13-27, October.
- Li, Yulin, 2021. "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 115(C).
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Keywords
European crisis; Investor sentiment; Yield spreads;All these keywords.
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