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This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behaviour. A database of yields on 10-year government...
Persistent link: https://www.econbiz.de/10010758575
This paper contributes to the literature by applying the Grangercausality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behaviour. A database of yields on 10-year government...
Persistent link: https://www.econbiz.de/10010738435
This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behaviour. A database of yields on 10-year government...
Persistent link: https://www.econbiz.de/10011145040
This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behavior. A database of yields on 10-year government...
Persistent link: https://www.econbiz.de/10011048277
episodes of crisis triggered in the eurozone sovereign debt markets since 2009. With this goal in mind, we make use of a …
Persistent link: https://www.econbiz.de/10011065616