Bampinas, Georgios; Panagiotidis, Theodore; Politsidis, … - 2023
correlation approach of Tjøstheim and Hufthammer (2013), we find that contagion phenomena occurred during two major phases. The … first, extends from late 2009 to mid 2011 and concerns the outright contagion transmission from EMU South bond markets … characterized by contagion from (i) CDS spreads in the EMU South towards bond yields in the same bloc and Belgium, and (ii) from …