Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Year of publication: |
2023
|
---|---|
Authors: | Gillas, Konstantinos Gkillas ; Katsiampa, Paraskevi ; Vortelinos, Dimitrios I. ; Wohar, Mark E. |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 4, p. 4037-4054
|
Subject: | contagion | correlation jumps | Greek debt crisis | realized correlation | Griechenland | Greece | EU-Staaten | EU countries | Finanzmarkt | Financial market | Korrelation | Correlation | Finanzkrise | Financial crisis | Eurozone | Euro area | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Schuldenkrise | Debt crisis | Schätzung | Estimation | Rentenmarkt | Bond market |
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