Granger-causality in peripheral EMU public debt markets: A dynamic approach-Reference-Cited by-同舟云学术

Granger-causality in peripheral EMU public debt markets: A dynamic approach

Published:2013-11 Issue:11 Volume:37 Page:4627-4649
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Gómez-Puig Marta,Sosvilla-Rivero Simón

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference72 articles.

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4. Cross-Border Banking in Europe: Implications for Financial Stability and Macroeconomic Policies;Allen,2011

5. Andenmatten, S., Brill, G., 2011. Measuring Co-movements of CDS Premia During the Greek Debt Crisis. Discussion Papers 11-04. Department of Economics, University of Bern.

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