Contagion effects during financial crisis : evidence from the Greek sovereign bonds market
I.C. Pragidis, G.P. Aielli, D. Chionis, P. Schizas
| Year of publication: |
June 2015
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|---|---|
| Authors: | Pragidis, I. C. ; Aielli, G. P. ; Chionēs, Dionysios ; Schizas, P. |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 18.2015, p. 127-138
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| Subject: | Greek debt crisis | European sovereign bonds | Contagion | EGARCH | CDCC | Dynamic correlation | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Griechenland | Greece | Öffentliche Anleihe | Public bond | Schuldenkrise | Debt crisis | Rentenmarkt | Bond market | Eurozone | Euro area | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Korrelation | Correlation | Staatsbankrott | Sovereign default | Länderrisiko | Country risk | Öffentliche Schulden | Public debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2015.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574136