Gómez-Puig, Marta; Sosvilla-Rivero, Simón - In: Journal of Banking & Finance 37 (2013) 11, pp. 4627-4649
Our research aims to analyze the possible existence of Granger-causal relationships in the behavior of public debt issued by peripheral member countries of the European Economic and Monetary Union (EMU), with special emphasis on the recent episodes of crisis triggered in the eurozone sovereign...