EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
Year of publication: |
2014-05
|
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Authors: | Gómez-Puig, Marta ; Sosvilla-Rivero, Simón |
Institutions: | Asociación Española de Economía y Finanzas Internacionales - AEEFI |
Subject: | Sovereign bond spreads | contagion | Granger-causality | time-varying approach | euro area | ordered logit model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 14-08 31 pages |
Classification: | C35 - Discrete Regression and Qualitative Choice Models ; C53 - Forecasting and Other Model Applications ; E44 - Financial Markets and the Macroeconomy ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”
Gómez-Puig, Marta, (2014)
-
EMU Sovereign Debt Market Crisis : Fundamentals-Based or Pure Contagion?
Gómez-Puig, Marta, (2014)
-
Granger-causality in peripheral EMU public debt markets: A dynamic approach
Gómez-Puig, Marta, (2013)
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Causality and contagion in peripheral EMU public debt markets: A dynamic approach
Gómez-Puig, Marta, (2011)
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Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
Fernández-Rodríguez, Fernando, (2015)
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Volatility spillovers in EMU sovereign bond markets
Fernández-Rodríguez, Fernando, (2015)
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