{"id":"https://openalex.org/W2076328784","doi":"https://doi.org/10.2139/ssrn.2350766","title":"Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty","display_name":"Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2076328784","doi":"https://doi.org/10.2139/ssrn.2350766","mag":"2076328784"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2350766","doi":"https://doi.org/10.2139/ssrn.2350766","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2350766","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2350766","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103951157","display_name":"Leo de Haan","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I96120398","display_name":"De Nederlandsche Bank","ror":"https://ror.org/02fabx761","country_code":"NL","type":"funder","lineage":["https://openalex.org/I96120398"]}],"countries":["NL"],"is_corresponding":true,"raw_author_name":"Leo de Haan","raw_affiliation_strings":["De Nederlandsche Bank, P.O. Box 98, 1000 AB Amsterdam, Netherlands","De Nederlandsche Bank"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"De Nederlandsche Bank, P.O. Box 98, 1000 AB Amsterdam, Netherlands","institution_ids":["https://openalex.org/I96120398"]},{"raw_affiliation_string":"De Nederlandsche Bank","institution_ids":["https://openalex.org/I96120398"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029176618","display_name":"Jeroen Hessel","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I96120398","display_name":"De Nederlandsche Bank","ror":"https://ror.org/02fabx761","country_code":"NL","type":"funder","lineage":["https://openalex.org/I96120398"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Jeroen Hessel","raw_affiliation_strings":["De Nederlandsche Bank, PO Box 98, 1000 AB Amsterdam, Amsterdam, 1000 AB, Netherlands","De Nederlandsche Bank"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"De Nederlandsche Bank, PO Box 98, 1000 AB Amsterdam, Amsterdam, 1000 AB, Netherlands","institution_ids":["https://openalex.org/I96120398"]},{"raw_affiliation_string":"De Nederlandsche Bank","institution_ids":["https://openalex.org/I96120398"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084219262","display_name":"Jan Willem van den End","orcid":"https://orcid.org/0000-0003-3580-5127","observed_orcids":["https://orcid.org/0000-0003-3580-5127"]},"institutions":[{"id":"https://openalex.org/I96120398","display_name":"De Nederlandsche Bank","ror":"https://ror.org/02fabx761","country_code":"NL","type":"funder","lineage":["https://openalex.org/I96120398"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Jan Willem van den End","raw_affiliation_strings":["De Nederlandsche Bank, PO Box 98, 1000 AB Amsterdam, Amsterdam, 1000 AB, Netherlands","De Nederlandsche Bank"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"De Nederlandsche Bank, PO Box 98, 1000 AB Amsterdam, Amsterdam, 1000 AB, Netherlands","institution_ids":["https://openalex.org/I96120398"]},{"raw_affiliation_string":"De Nederlandsche Bank","institution_ids":["https://openalex.org/I96120398"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5103951157"],"corresponding_institution_ids":["https://openalex.org/I96120398"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":24,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.49410000443458557,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.49410000443458557,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14166","display_name":"European Monetary and Fiscal Policies","score":0.17499999701976776,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.10620000213384628,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/government-bond-yields","display_name":"government bond yields","score":0.8209999799728394},{"id":"https://openalex.org/keywords/sovereign-debt-crisis","display_name":"sovereign debt crisis","score":0.7310000061988831},{"id":"https://openalex.org/keywords/yield-curve-modeling","display_name":"yield curve modeling","score":0.5400000214576721},{"id":"https://openalex.org/keywords/uncertainty-modeling","display_name":"uncertainty modeling","score":0.7260000109672546},{"id":"https://openalex.org/keywords/confidence-bands","display_name":"confidence bands","score":0.7850000262260437},{"id":"https://openalex.org/keywords/time-varying-parameters","display_name":"time-varying parameters","score":0.8330000042915344},{"id":"https://openalex.org/keywords/macroeconomic-fundamentals","display_name":"macroeconomic fundamentals","score":0.722000002861023},{"id":"https://openalex.org/keywords/greek-sovereign-debt","display_name":"Greek sovereign debt","score":0.7900000214576721},{"id":"https://openalex.org/keywords/portugal","display_name":"Portugal","score":0.5170000195503235},{"id":"https://openalex.org/keywords/ireland","display_name":"Ireland","score":0.7269999980926514},{"id":"https://openalex.org/keywords/sample-selection","display_name":"sample selection","score":0.42899999022483826}],"concepts":[{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.6399573683738708},{"id":"https://openalex.org/C186229450","wikidata":"https://www.wikidata.org/wiki/Q42008","display_name":"Sovereignty","level":3,"score":0.6243897080421448},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.44237324595451355},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4278136193752289},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3883327841758728},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.3775574862957001},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3336208760738373},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.23132988810539246},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13204801082611084},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.09265857934951782},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.06879326701164246}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2139/ssrn.2350766","doi":"https://doi.org/10.2139/ssrn.2350766","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2350766","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:dnb:dnbwpp:399","doi":null,"is_oa":true,"landing_page_url":"https://www.dnb.nl/en/binaries/Working%20Paper%20399_tcm47-299051.pdf","pdf_url":"https://www.dnb.nl/en/binaries/Working%20Paper%20399_tcm47-299051.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:3122670057","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:dnb:dnbwpp:399","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.2350766","doi":"https://doi.org/10.2139/ssrn.2350766","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2350766","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/10","score":0.7200000286102295,"display_name":"Reduced inequalities"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W127281536","https://openalex.org/W1480455857","https://openalex.org/W1503577979","https://openalex.org/W1570496686","https://openalex.org/W1589468101","https://openalex.org/W1598561943","https://openalex.org/W1605231158","https://openalex.org/W2046004231","https://openalex.org/W2067776485","https://openalex.org/W2072863818","https://openalex.org/W2077252204","https://openalex.org/W2081308040","https://openalex.org/W2081739019","https://openalex.org/W2082213492","https://openalex.org/W2106663796","https://openalex.org/W2110689906","https://openalex.org/W2127132108","https://openalex.org/W2170433190","https://openalex.org/W2521106295","https://openalex.org/W2890630319","https://openalex.org/W2891103871","https://openalex.org/W2953565044","https://openalex.org/W3021687907","https://openalex.org/W3121450007","https://openalex.org/W3121586222","https://openalex.org/W3121837409","https://openalex.org/W3122818112","https://openalex.org/W3123580022","https://openalex.org/W3123686683","https://openalex.org/W3124083532","https://openalex.org/W3124783105","https://openalex.org/W3124906266","https://openalex.org/W3126067738","https://openalex.org/W4241731942"],"related_works":["https://openalex.org/W3125162168","https://openalex.org/W3122891498","https://openalex.org/W3122610560","https://openalex.org/W886621336","https://openalex.org/W2212119212","https://openalex.org/W2591769081","https://openalex.org/W2905204108","https://openalex.org/W1409310000","https://openalex.org/W6925195471","https://openalex.org/W3122044827"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":16},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}