Antonakakis, Nikolaos; Vergos, Konstantinos - Volkswirtschaftliche Fakultät, … - 2012
In this paper we examine the linkages of government bond yield spreads (BYS) between Euro zone countries over the period March 3, 2007 - June 18, 2012, thus considering the intriguing features of BYS spillovers during the global financial and the Euro zone debt crisis. Splitting our sample to...