Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis

Author:

Antonakakis Nikolaos,Vergos Konstantinos

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference25 articles.

1. Long-term government bond yields and economic forecasts: evidence for the EU;Afonso;Applied Economics Letters,2010

2. What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk;Aizenman,2011

3. Business cycle synchronization during US recessions since the beginning of the 1870s;Antonakakis;Economics Letters,2012

4. The synchronization of GDP growth in the G7 during US recessions;Antonakakis;Applied Economics Letters,2012

5. Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis;Arezki,2011

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