Oil price shocks and EMU sovereign yield spreads
Year of publication: |
2020
|
---|---|
Authors: | Filippidis, Michail ; Filis, George ; Kizys, Renatas |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 86.2020, p. 1-21
|
Subject: | 10-Year sovereign yield spread | EMU core and periphery | EMU countries | Oil price shocks | Scalar-BEKK | Time-varying correlation | Eurozone | Euro area | Ölpreis | Oil price | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy |
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