Different no more: Country spreads in advanced and emerging economies

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dc.contributor.author Born, Benjamin
dc.contributor.author Müller, Gernot J.
dc.contributor.author Pfeifer, Johannes
dc.contributor.author Wellmann, Susanne
dc.date.accessioned 2020-01-29T11:26:16Z
dc.date.available 2020-01-29T11:26:16Z
dc.date.issued 2020-01-29
dc.identifier.other 1688790470 de_DE
dc.identifier.uri http://hdl.handle.net/10900/97484
dc.identifier.uri http://nbn-resolving.de/urn:nbn:de:bsz:21-dspace-974842 de_DE
dc.identifier.uri http://dx.doi.org/10.15496/publikation-38867
dc.description.abstract Interest-rate spreads fluctuate widely across time and countries. We illustrate this on the basis of about 3,100 quarterly observations for 21 advanced and 17 emerging economies since the early 1990s. Prior to the financial crisis, spread fluctuations in advanced economies are an order of magnitude smaller than in emerging economies. After 2008 their behavior has largely converged along a number of dimensions. We also provide evidence on the transmission of spread shocks and find it similar across sample periods and country groups. The importance of spread shocks as a source of output fluctuations in advanced economies has increased after 2008. en
dc.language.iso en de_DE
dc.publisher Universität Tübingen de_DE
dc.rights ubt-podno de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=de de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=en en
dc.subject.classification Wirtschaft , Verbreitung , Finanzkrise de_DE
dc.subject.ddc 330 de_DE
dc.subject.other Country spreads en
dc.subject.other Country risk en
dc.subject.other Interest-rate shocks en
dc.subject.other Financial crisis en
dc.subject.other Business cycle en
dc.subject.other Spread shocks en
dc.subject.other Average treatment effect en
dc.title Different no more: Country spreads in advanced and emerging economies en
dc.type Article de_DE
utue.publikation.fachbereich Wirtschaftswissenschaften de_DE
utue.publikation.fakultaet 6 Wirtschafts- und Sozialwissenschaftliche Fakultät de_DE
utue.opus.portal utwpbusinesseco de_DE
utue.publikation.source University of Tübingen Working Papers in Business and Economics ; No. 129 de_DE

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