Has the Grexit news affected euro area financial markets?
Year of publication: |
2019
|
---|---|
Authors: | Gregori, Wildmer Daniel ; Sacchi, Agnese |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 49.2019, p. 71-84
|
Subject: | Euro area | Financial markets | GARCH | Government bond | News | Eurozone | Finanzmarkt | Financial market | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | ARCH-Modell | ARCH model |
-
Has the Grexit news affected euro area financial markets?
Gregori, Wildmer Daniel, (2017)
-
Announcements of ECB unconventional programs : implications for the sovereign risk of Italy
Falagiarda, Matteo, (2013)
-
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay, (2021)
- More ...
-
Has the Grexit news affected euro area financial markets?
Gregori, Wildmer Daniel, (2017)
-
Falagiarda, Matteo, (2015)
-
Fiscal Rules and Public Spending: Evidence from Italian Municipalities
Gregori, Wildmer Daniel, (2014)
- More ...