previously asserted. On the basis of panel data methods for a set of 11 EMU countries, the analysis reveals significant evidence … the Eurozone crisis in 2009, irrespective of economic and institutional fundamentals. A subsequent analysis of the markup …

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …

French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011 …-time capital allocation in the Eurozone. Their downgradings caused investors to rebalance their portfolios across member countries …

panel smooth threshold regression model quantify and explain them: 1) investors have penalized a deterioration of …

This paper argues that the Eurozone crisis stems from a risk management failure in the Eurosystem's design, and that …

previously asserted. On the basis of panel data methods for a set of 11 EMU countries, the analysis reveals significant evidence … the Eurozone crisis in 2009, irrespective of economic and institutional fundamentals. A subsequent analysis of the markup …