Tracking the relationship between euro area equities and sovereign bonds
Year of publication: |
2019
|
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Authors: | Cabral, Inês da Cunha ; Ribeiro, Pedro Pires ; Nicolau, João |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 12.2019, 6, p. 511-537
|
Subject: | equities | sovereign bonds | euro area | fragmentation | cross-correlation | multiscales | asymmetry | causality | Eurozone | Euro area | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Öffentliche Schulden | Public debt | Kausalanalyse | Causality analysis |
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