Contagion in eurozone sovereign bond markets? The good, the bad and the ugly

DOI10.1016/J.ECONLET.2016.02.031zbMath1398.91575OpenAlexW2510496764MaRDI QIDQ1668236

David Cronin, Lisa Sheenan, Thomas J. Flavin

Publication date: 3 September 2018

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

Full work available at URL: http://eprints.maynoothuniversity.ie/7217/1/N267-16.pdf

zbMATH Keywords

interdependencecontagionEurozone sovereign bond crisis

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Transmission of the Greek crisis on the sovereign debt markets in the euro area ⋮ Beyond spreads: measuring sovereign market stress in the Euro area

Cites Work

• Sovereign risk contagion in the Eurozone
• Empirical modelling of contagion: a review of methodologies

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