Gómez-Puig, Marta; Sosvilla-Rivero, Simón - Facultat d'Economia i Empresa, Universitat de Barcelona - 2014
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...