We examine the transmission of financial shocks among three groups of countries: the Euro-periphery countries (Portugal, Ireland, Italy, Greece, Spain), the Euro-core countries (Germany, France, the Netherlands, Finland, Belgium), and the major European Union - but not Euro - countries (Sweden,...

We attempt a connection between three entities: Extreme Stock Market Returns, the Web Attention factor and a set of News Flow factors, for three groups of countries during the European Financial Crisis: the Euro-periphery countries, the Euro-core countries, and the major European Union - but not...