Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Year of publication: |
2013
|
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Authors: | Antonakakis, Nikolaos ; Vergos, Konstantinos |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 26.2013, p. 258-272
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Subject: | Government bond yield spread | Spillover | Vector autoregression | Variance decomposition | Impulse response | Öffentliche Anleihe | Public bond | Spillover-Effekt | Spillover effect | Eurozone | Euro area | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Schätzung | Estimation | Rendite | Yield | Öffentliche Schulden | Public debt | Dekompositionsverfahren | Decomposition method | EU-Staaten | EU countries | Rentenmarkt | Bond market |
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