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dc.contributor.author
Sorrosal Forradellas, M. Teresa
dc.contributor.author
Martinez, Lisana Belén
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dc.contributor.author
Terceno, Antonio
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dc.date.available
2018-07-16T20:21:36Z
dc.date.issued
2017-01
dc.identifier.citation
Sorrosal Forradellas, M. Teresa; Martinez, Lisana Belén; Terceno, Antonio; Are European sovereign bond spreads in concordance with macroeconomic variables evolution?; Emerald; Kybernetes; 46; 1; 1-2017; 85-101
dc.identifier.issn
0368-492X
dc.identifier.uri
http://hdl.handle.net/11336/52309
dc.description.abstract
Purpose: The last great financial crisis which arose in the middle of 2007 in the USA produced contagion effects over others economies. The purpose of this paper is focused on analyzing the evolution of a set of economic variables of 17 European countries since 1991 until 2013. Sovereign bond spreads are also considered to compare the incidence of the financial crisis over the economies considering macroeconomics fundamentals and fixed bonds. Design/methodology/approach: Self-organizing maps (SOMs) are used to achieve the purpose of the research. With this methodology, it is possible to analyze the evolution of the macroeconomic fundamentals of each country, obtaining particular and general conclusions according to the position of each country in the SOM. Moreover, the countries are compared between them and with its respective sovereign bond spreads level for each year of analysis. Findings: The impact of the crisis is different between the countries was analyzed. Belonging to the European Monetary Union is an interesting characteristic of some of the most affect economies. Research limitations/implications: This research presents wide implications for the economies to control the most vulnerable economic variables in front of financial crisis to prevent the contagion effect. The inclusion of more economic variables and countries could enhance the study. Originality/value: This research analyzes the relationship between macroeconomic variables and sovereign bond spreads using an infrequent methodology. The results obtained are valuable because they highlight how the present crisis has differently affected the European countries.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Emerald
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dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Economic Variables
dc.subject
Financial Crisis
dc.subject
Self-Organizing Maps
dc.subject
Sovereign Bond Spreads
dc.subject.classification
Economía, Econometría
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dc.subject.classification
Economía y Negocios
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dc.subject.classification
CIENCIAS SOCIALES
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dc.title
Are European sovereign bond spreads in concordance with macroeconomic variables evolution?
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2018-06-28T17:55:35Z
dc.journal.volume
46
dc.journal.number
1
dc.journal.pagination
85-101
dc.journal.pais
Reino Unido
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dc.description.fil
Fil: Sorrosal Forradellas, M. Teresa. Universitat Rovira I Virgili; España
dc.description.fil
Fil: Martinez, Lisana Belén. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Investigaciones Económicas y Sociales del Sur. Universidad Nacional del Sur. Departamento de Economía. Instituto de Investigaciones Económicas y Sociales del Sur; Argentina. Universidad Nacional del Sur; Argentina
dc.description.fil
Fil: Terceno, Antonio. Universitat Rovira I Virgili; España
dc.journal.title
Kybernetes
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dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1108/K-06-2016-0121
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.emeraldinsight.com/doi/abs/10.1108/K-06-2016-0121
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