Cronin, David; Dunne, Peter G.; McQuinn, Kieran - 2019
This paper considers whether Ireland's sovereign bonds have decoupled from other euro area sovereigns (Portugal, Italy …., 2017, and Diebold and Yilmaz, 2012) are applied to long-term bond spread data for the euro area 11 countries for the period … within the euro area, with a higher correlation and interaction with developments in "core" member states' markets over those …