Sovereign Credit Risk, Term Structure Models, Shadow-Intensity Model
Brexit, FDI, global value chains, trade
European safe asset, Eurobonds, joint liability, sovereign credit risk, term structure of interest rates
monetary policy, Treasury policy shocks, fiscal-monetary, debt management
Capital Market Union, Savings and Investment Union, capital market integration, safe asset, investment, R&D
term premium, BVAR, sign restrictions, narrative restrictions