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
|
|---|---|
| Authors: | Fernandez-Perez, Adrian ; Gómez Puig, Marta ; Sosvilla-Rivero, Simón |
| 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 |
freely available
| 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