Structural break tests and the Greek sovereign debt crisis : revisited
Year of publication: |
July 2016
|
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Authors: | Budd, Bruce Q. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 3, p. 607-622
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Subject: | Greek government bond | Sovereign debt crisis | Structural breaks | EGARCH | Regime switching | Griechenland | Greece | Strukturbruch | Structural break | Öffentliche Schulden | Public debt | Öffentliche Anleihe | Public bond | Schuldenkrise | Debt crisis | Eurozone | Euro area | Staatsbankrott | Sovereign default |
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