A tale of two risks in the EMU sovereign debt markets

DOI10.1016/j.econlet.2018.08.042zbMath1406.91262OpenAlexW2889460144MaRDI QIDQ1629645

Duc Khuong Nguyen, Ahmet Sensoy, Erdinç Akyıldırım

Publication date: 12 December 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/49865

zbMATH Keywords

liquiditysystematic riskEuropean Monetary Unionsovereign bonds

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Dynamic integration and network structure of the EMU sovereign bond markets

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