Gómez-Puig, Marta; Sosvilla-Rivero, Simón - Facultat d'Economia i Empresa, Universitat de Barcelona - 2014
We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt markets was due to fundamentals-based or pure contagion. To do so, we examine the behaviour of EMU sovereign bond yield spreads with respect to the German bund for a sample of both central and...
