Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
Go Tamakoshi; Shigeyuki Hamori
| Year of publication: |
2014
|
|---|---|
| Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 38.2014, 4, p. 627-642
|
| Subject: | Bank Stock Returns | Bond Yields | Causality-In-Variance Test | International Volatility Spillover | Greek Sovereign Debt Crisis | Griechenland | Greece | Bank | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Eurozone | Euro area | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Volatilität | Volatility | Schuldenübernahme | Bailout | Börsenkurs | Share price | Spillover-Effekt | Spillover effect |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011333821