How did the Sovereign debt crisis affect the Euro financial integration? : a fractional cointegration approach
Year of publication: |
2018
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Authors: | Vides, José Carlos ; Golpe, Antonio A. ; Iglesias, Jesús |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 45.2018, 4, p. 685-706
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Subject: | Eurozone | Financial integration | Financial market cointegration | Fractional cointegration | Kointegration | Cointegration | Euro area | Marktintegration | Market integration | EU-Staaten | EU countries | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Schuldenkrise | Debt crisis | Euro | Schätzung | Estimation | Öffentliche Anleihe | Public bond |
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