RT info:eu-repo/semantics/article
T1 What drives sovereign debt maturity in European countries?
A1 González Fernández, Marcos
A1 González Velasco, María del Carmen
A2 Economia Financiera y Contabilidad
K1 Economía
K1 Finanzas
K1 Sovereign debt maturity
K1 Quantile regressions
K1 Debt
K1 Sovereign risk
AB [EN] The aim of this paper is to study the determinants of sovereign debtmaturity for 23 European countries during the period between 1995 and 2013.For this purpose, we use quantile regressions with robust standard errors clusteredby countries to consider the impact of the determinants in the entire distribution.The results indicate a positive relation between the level of debt of thecountry and sovereign debt maturity, particularly for countries with the lowestdebt maturity. We also find evidence of a negative relationship between sovereignrisk and debt maturity for the lowest and intermediate values of the debtmaturity.
PB The Association of Economists of Vojvodina (Serbia)
SN 1452-595X
LK https://hdl.handle.net/10612/18555
UL https://hdl.handle.net/10612/18555
NO González-Fernández, M., y González-Velasco, C. (2018). What drives sovereign debt maturity in European countries? Panoeconomicus, 65(2), 137–161. https://doi.org/10.2298/PAN151224010G.
DS BULERIA. Repositorio Institucional de la Universidad de León
RD 21-may-2024