Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009-15
Author:
Affiliation:
1. Robert Day School of Economics and Finance; Claremont McKenna College; Claremont CA USA
2. Claremont Graduate University; Claremont CA USA
3. Akita International University; Akita Japan
4. Loughborough University; Loughborough UK
Publisher
Wiley
Subject
Political Science and International Relations,Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/twec.12553/fullpdf
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2. Andenmatten , S. Brill , F. 2011 Measuring co-movements of CDS Premia during the Greek debt crisis https://www.econstor.eu/bitstream/10419/76743/1/664020429.pdf
3. Spread the news: The impact of news on the European sovereign bond markets during the crisis;Beetsma;Journal of International Money and Finance,2013
4. The pricing of sovereign risk and contagion during the European sovereign debt crisis;Beirne;Journal of International Money and Finance,2013
5. Global crises and equity market contagion;Bekaert;Journal of Finance,2014
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