Transmission of the Greek crisis on the sovereign debt markets in the euro area
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-03938-z.pdf
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3. Aït-Sahalia, Y., Cacho-Diaz, J., & Laeven, R. J. A. (2015). Modeling financial contagion using mutually exciting jump processes. Journal of Financial Economics, 117(3), 585–606. https://doi.org/10.1016/j.jfineco.2015.03.002.
4. Alexakis, C., & Pappas, V. (2018). Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. Economic Modelling, 73, 222–239. https://doi.org/10.1016/j.econmod.2018.03.018.
5. Aloui, R., Hammoudeh, S., & Nguyen, D. K. (2013). A time-varying copula approach to oil and stock market dependence: The case of transition economies. Energy Economics, 39, 208–221. https://doi.org/10.1016/j.eneco.2013.04.012
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