Did long-memory of liquidity signal the European sovereign debt crisis?
Year of publication: |
2019
|
---|---|
Authors: | Sun, Z. ; Hamill, P. A. ; Li, Youwei ; Yang, Y. C. ; Vigne, S. A. |
Published in: |
Application of operations research to financial markets. - New York, NY, USA : Springer. - 2019, p. 355-377
|
Subject: | European | Sovereign debt | Liquidity | Long-memory | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Eurozone | Euro area | Schuldenkrise | Debt crisis | Liquidität | Haushaltsdefizit | Budget deficit | Länderrisiko | Country risk | Signalling |
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