Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
Peter Claeys; Bořek Vašíček
| Year of publication: |
2014
|
|---|---|
| Authors: | Claeys, Peter ; Vašíček, Bořek |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 46.2014, p. 151-165
|
| Subject: | Spillover | Contagion | Fiscal policy | Eurozone | Financial crisis | FAVAR | Spillover-Effekt | Spillover effect | Finanzkrise | EU-Staaten | EU countries | Euro area | Öffentliche Anleihe | Public bond | Ansteckungseffekt | Contagion effect | Finanzpolitik | Schätzung | Estimation | Rentenmarkt | Bond market | Schock | Shock | Öffentliche Schulden | Public debt | Internationaler Finanzmarkt | International financial market |
| 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/10010467833