Abad, Pilar; Chuliá, Helena; Gómez-Puig, Marta - In: Journal of Banking & Finance 34 (2010) 12, pp. 2851-2860
importance of two sources of systemic risk (world and Eurozone) on Government bond returns, in two groups of countries in EU-15 …. Results show that euro markets are less vulnerable to the influence of world risk factors, and more vulnerable to EMU risk …