Structural break tests and the Greek sovereign debt crisis: revisited

Author:

Budd Bruce Q.ORCID

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Reference30 articles.

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2. Belkin P, Weiss M, Nelson R, Darek E (2012) The eurozone crisis: overview and issues for congress. Congr Res Serv Rep R42377

3. Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econ 72:307–327

4. Cappiello L, Engle R, Sheppard K (2006) Asymmetric dynamics in the correlations of global equity and bond returns. J Financ Econ 4:537–572

5. Cecchetti, S., Flores-Lagunes, A., & Krause, S. (2006). Assessing the Sources of Changes in the Volatility of Real Growth. The National Bureau of Economic Research, Working Paper , No.11946.

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