Time varying contagion in EMU government bond spreads
Year of publication: |
April 2017
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Authors: | Leschinski, Christian ; Bertram, Philip |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 29.2017, p. 72-91
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Subject: | Contagion | Sovereign risk | Bond spreads | Rolling window | Instrumental variables | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Ansteckungseffekt | Contagion effect | EU-Staaten | EU countries | Länderrisiko | Country risk | Schätzung | Estimation |
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