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Transmission of the 2010 Greek sovereign debt crisis to Asia-Pacific stock markets : a copula-based approach

Jayech, Salma; Abdennadher, Emna - In: International journal of economics and business … 27 (2024) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10015063241

"Whatever It Takes!" : how tonality of TV-news affected government bond yield spreads during the European debt crisis

Hirsch, Patrick; Feld, Lars P.; Köhler, Ekkehard A.; … - 2024

to identify over 25,000 news on the Eurozone and country-specific economic topics. Our findings emphasize the relevance …

Persistent link: https://www.econbiz.de/10014486807

Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4037-4054

Persistent link: https://www.econbiz.de/10014429282

Another look at momentum crashes : momentum in the European Monetary Union

Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766

Persistent link: https://www.econbiz.de/10011589714

The impact of the eurozone crisis on European banks stocks contagion or interdependence?

Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: European research studies 19 (2016) 1, pp. 129-148

Persistent link: https://www.econbiz.de/10012007068

Contagion of the eurozone debt crisis

Samarakoon, Lalith P. - In: Journal of international financial markets, … 49 (2017), pp. 115-128

Persistent link: https://www.econbiz.de/10011892380

Information Transmission Between Stock and Bond Markets During the Eurozone Debt Crisis : Evidence From Industry Returns

Silva, Nuno - 2020

I analyze the Granger causality in distribution between sovereign bonds and industry indexes in the five European countries most affected by the debt crisis: Greece, Ireland, Italy, Portugal, and Spain. Prior research assessed the impact of the debt crisis on the financial firms, but its effect...

Persistent link: https://www.econbiz.de/10014352250

Classifying returns as extreme : european stock and bond markets

Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4

Persistent link: https://www.econbiz.de/10010520407

Financial crises and the dynamic linkages between stock and bond returns

Eraslan, Sercan; Ali, Faek Menla - 2017

framework is a bivariate volatility model, where volatility spillovers of either positive or negative sign are allowed for. Our … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other … results show that by considering time-varying return and volatility spillovers when calculating the risk-minimising portfolio …

Persistent link: https://www.econbiz.de/10011663407

Stock and bond returns correlation in Korea : local versus global risk during crisis periods

Park, Keehwan; Fang, Zhongzheng; Ha, Young Ho - In: Journal of Asian economics 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012257798

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