“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”
Year of publication: |
2015-02
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Authors: | Fernández-Rodríguez, Fernando ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón |
Institutions: | Facultat d'Economia i Empresa, Universitat de Barcelona |
Subject: | Sovereign debt crisis | Euro area | Market Linkages | Vector Autoregression | Variance Decomposition |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 201510 32 pages |
Classification: | 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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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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“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”
Fernández-Rodríguez, Fernando, (2015)
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“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”
Fernández-Rodríguez, Fernando, (2015)
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"Causality and contagion in peripheral EMU public debt markets: a dynamic approach"
Gómez-Puig, Marta, (2011)
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“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”
Gómez-Puig, Marta, (2014)
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