experienced contagion from Greece. There is no evidence of significant speculation effects originating from CDS markets. Finally …

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … a country's vulnerability to contagion depends on "fundamentals" as opposed the government's "credibility"? We look at … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more …

aftermath of global financial crisis (2008-2009), exert contagion effects on emerging equity and sovereign bond markets. To this … estimated DCC immediately after the Lehman Brothers failure in September 2008. We refer this finding as contagion from U …

thereafter. We find evidence of contagion effects, particularly among EMU periphery countries. The EMU debt crisis is divided … into an early and current crisis period. Unlike the former where contagion was mainly originating from Greece, the latter … involves multiple sources of contagion. Finally, the escalation of the Greek debt crisis since November 2009 is due to an …