crisis since mid-2007. We also find that there is some tendency of the yield movements to be larger when the demand for the …

crisis since mid-2007. We also find that there is some tendency of the yield movements to be larger when the demand for the …

crisis since mid-2007. We also find that there is some tendency of the yield movements to be larger when the demand for the …

-to-quality effect. Common news about the euro crisis and news about specific countries itself tend to raise the covariance of yields … between distressed countries, indicating potential crisis spill-over effects. However, we do not detect spillover effects from … Markets Programme (SMP) mitigate the negative crisis spillovers among the distressed countries and reduce the flight …

crisis since mid-2007. We also find that there is some tendency of the yield movements to be larger when the demand for the …

-to-quality effect. Common news about the euro crisis and news about specific countries itself tend to raise the covariance of yields … between distressed countries, indicating potential crisis spillover effects. However, we do not detect spillover effects from … Markets Programme (SMP) mitigate the negative crisis spillovers among the distressed countries and reduce the flight …

crisis since mid-2007. We also find that there is some tendency of the yield movements to be larger when the demand for the …

-to-quality effect. Common news about the euro crisis and news about specific countries itself tend to raise the covariance of yields … between distressed countries, indicating potential crisis spillover effects. However, we do not detect spillover effects from … Markets Programme (SMP) mitigate the negative crisis spillovers among the distressed countries and reduce the flight …