Volatility spillovers in EMU sovereign bond markets
Year of publication: |
2015-03
|
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Authors: | Fernández-Rodríguez, Fernando ; Gómez-Puig, Marta ; Sosvilla-Rivero, Simón |
Institutions: | Asociación Española de Economía y Finanzas Internacionales - AEEFI |
Subject: | Sovereign debt crisis | Euro area | Market Linkages | Vector Autoregression | Variance Decomposition |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 15-03 30 pages |
Classification: | C53 - Forecasting and Other Model Applications ; E44 - Financial Markets and the Macroeconomy ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
Fernández-Rodríguez, Fernando, (2015)
-
“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”
Fernández-Rodríguez, Fernando, (2015)
-
“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”
Fernández-Rodríguez, Fernando, (2015)
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Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
Fernández-Rodríguez, Fernando, (2015)
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Historical financial analogies of the current crisis
Andrada-Félix, Julián, (2011)
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TECHNICAL ANALYSIS IN FOREIGN EXCHANGE MARKETS: LINEAR VERSUS NONLINEAR TRADING RULES
Fernández-Rodríguez, Fernando, (2000)
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