The Eurozone crisis is one the most important economic event in recent years. At its peak, the effects of the crisis … details the potential crosscovariance and spillover effects between the Eurozone economies and financial markets. In order to … full spectrum of Eurozone markets. The empirical results have shown the important and intensive stress transmission on …

sovereign CDSs of 10 eurozone countries to test the evidence of long memory behavior during the financial crisis. Our analysis … eurozone countries by estimating dynamic conditional correlations. -- Credit default swaps ; long memory ; sovereign risk … ; eurozone economies ; FIGARCH ; dynamic conditional correlation …

their interdependencies in the eurozone government bond market. In particular, we examine the impact across different …

sovereign CDSs of 10 eurozone countries to test the evidence of long memory behavior during the financial crisis. Our analysis … eurozone countries by estimating dynamic conditional correlations …

sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis … increasingly drove a wedge between a seemingly resilient Euro-Zone core and its faltering periphery, its first collateral victims … were the private banks of the hardest-hit sovereigns. They were rapidly followed by the rest of the Euro-Zone's banks as a …

We study the variation of sovereign credit default swaps (CDSs) of eurozone countries, their persistence and co … model, we test the evidence of long memory for CDSs of ten eurozone countries. Our analysis reveals that price discovery …

and Spain emerge as pivotal for the evolution of sovereign credit risk across the Eurozone. Our examination of the …