Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets
Javier Sánchez García, Salvador Cruz Rambaud
| Year of publication: |
2023
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|---|---|
| Authors: | Sánchez-García, Javier ; Cruz Rambaud, Salvador |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-10
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| Subject: | European debt crisis | Financial networks | Inference | Volatility transmission | Volatilität | Volatility | EU-Staaten | EU countries | Eurozone | Euro area | Öffentliche Schulden | Public debt | Schuldenkrise | Debt crisis | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103635 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472431