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Time varying contagion in EMU government bond spreads · Study

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ArticleTime varying contagion in EMU government bond spreads

Christian Leschinski2017

Article2017

Time varying contagion in EMU government bond spreads

Christian Leschinski · Philip Bertram

17 citations·0/0 files stored·Journal of Financial Stability

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Global Financial Crisis and Policies Financial Risk and Volatility Modeling European Monetary and Fiscal Policies

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1977An equilibrium characterization of the term structure 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1996Efficient Tests for an Autoregressive Unit Root 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1992Efficient Tests for an Autoregressive Unit Root 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

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2020EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 2018Economic volatility and sovereign yields’ determinants: a time-varying approach

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Year2017

Typearticle

Published2017-03-02

VenueJournal of Financial Stability

ISSN-L1572-3089

Languageen

Citations17

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jfs.2017.01.007

openalex_workW2594442137

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