Measuring Contagion in the European Sovereign Bond Market

Measuring Contagion in the European Sovereign Bond Market
Author: Charles Mathias
Publisher:
Total Pages:
Release: 2012
Genre:
ISBN:


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Measuring Contagion in the European Sovereign Bond Market
Language: en
Pages:
Authors: Charles Mathias
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe
Language: en
Pages:
Authors: Peter Claeys
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe
Language: en
Pages: 45
Authors: Peter Claeys
Categories:
Type: BOOK - Published: 2016 - Publisher:

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The global financial crisis rapidly spread across borders and financial markets, and also distressed EU bond markets. The crisis did not hit all markets in the
Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe
Language: en
Pages: 43
Authors:
Categories:
Type: BOOK - Published: 2014 - Publisher:

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The global financial crisis rapidly spread across borders and financial markets, and also distressed EU bond markets. The crisis did not hit all markets in the
Market Integration and Contagion - The Curious Case of the Eurozone Debt Crisis
Language: en
Pages: 34
Authors: Dirk G. Baur
Categories:
Type: BOOK - Published: 2016 - Publisher:

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This paper analyzes financial contagion in European sovereign bond markets. It highlights the relationship between market integration and contagion and demonstr