Abstract:

Credit risk, Developed countries, Global Financial Crisis 2008-2009, Risk premium, Sovereign debt, bond, arbitrage, bonds, credit risk, stock prices, government_bonds, derivatives market, government bonds, stock market, emerging markets, derivatives markets, bond spreads, bond purchases, government bond, risk aversion, sovereign bond, bond_purchases, money market, bond yields, bond market, bond markets, stock market index, benchmark government bond, term bond, stock market volatility, financial stability, bond yield, financial institutions, long-term bond market, corporate bond, risk premium, financial markets, coupon bond, bond estimators, money market rate, government bond yields, governme