Contagion in the Euro Area Sovereign Bond Market
作者： Umberto Muratori
关键词: Spatial regression 、 Financial stress 、 Government bond 、 Monetary economics 、 Sovereignty 、 Financial instability 、 Debt crisis 、 Economics 、 International economics 、 Bond market 、 Contagion effect
摘要: … of the contagion in the European sovereign bond markets … the contagion effect generated from Greek spread is taken into account, by simultaneously modelling the reciprocal contagion …
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