How Euro-Area Sovereign Spreads Respond to Shocks? A TVP-FAVAR Model
Year of publication: |
2013
|
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Authors: | Babalos, Vassilios |
Other Persons: | Mamatzakis, Emmanuel C. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schock | Shock | Öffentliche Anleihe | Public bond | Eurozone | Euro area | EU-Staaten | EU countries | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 13, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2325613 [DOI] |
Classification: | G00 - Financial Economics. General ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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