Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets
Adrián Fernandez-Perez, Marta Gómez-Puig, Simón Sosvilla-Rivero
| Year of publication: |
2025
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|---|---|
| Authors: | Fernandez-Perez, Adrian ; Gómez Puig, Marta ; Sosvilla-Rivero, Simón |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 77.2025, Art.-No. 102407, p. 1-19
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| Subject: | Credit risk | Dynamic connectedness | EMU sovereign bonds | Liquidity | MTS bond market | Time-varying parameters | Eurozone | Euro area | Kreditrisiko | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Liquidität | EU-Staaten | EU countries | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2025.102407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374489