eurozone countries. By emphasizing several econometric approaches (nonlinear regression, quantile regression and Bayesian … quantile regression with heteroskedasticity) we show that propagation of shocks in Europe's CDS has been remarkably constant … their sovereign debt and fiscal situations. Thus, the integration among the different eurozone countries is stable, and the …

eurozone countries. By emphasizing several econometric approaches (nonlinear regression, quantile regression and Bayesian … quantile regression with heteroskedasticity) we show that propagation of shocks in Europe's CDS has been remarkably constant … their sovereign debt and fiscal situations. Thus, the integration among the different eurozone countries is stable, and the …

, using bond yield spreads for the major eurozone countries. By emphasizing the use of two econometric approaches based on … we have witnessed over the last years come from larger shocks propagated with higher intensity across Europe. …

This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion …

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 …