An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2012.712921
Reference21 articles.
1. Allen, F., and A. Babus. 2008. Networks in finance. Wharton Financial Institutions Center working paper no. 08-07, Wharton, Pennsylvania.
2. A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
3. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
4. The Euro and European financial market dependence
5. Comovement in international equity markets: A sectoral view
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