We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threeregime Markov-switching VAR, we identify two distinct crisis phases (the bad and the ugly) with differing patterns of shock transmission. Evidence of contagion is scant
This paper adopted a wavelet approach to investigate the financial contagion in the Eurozone debt ma...
In this paper, we investigate the timing and extent of sovereign debt contagion across nine Eurozone...
We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
In this paper we investigate the dynamics of European government bond market contagion during the fi...
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical mod...
This paper adopted a wavelet approach to investigate the financial contagion in the Eurozone debt ma...
In this paper, we investigate the timing and extent of sovereign debt contagion across nine Eurozone...
We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
We test for contagion between Eurozone bond markets during the sovereign debt crisis. Using a threer...
In this paper we investigate the dynamics of European government bond market contagion during the fi...
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
We analyse the stability of linkages across Eurozone bond markets during the sovereign debt crisis....
This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical mod...
This paper adopted a wavelet approach to investigate the financial contagion in the Eurozone debt ma...
In this paper, we investigate the timing and extent of sovereign debt contagion across nine Eurozone...
We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt...
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