On interdependence and shift contagion between core Euro Area refinancing conditions
Year of publication: |
2017
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Authors: | Müller, Sebastian Christoph |
Published in: |
Empirical investigations of current monetary and fiscal policy issues. - Kiel. - 2017, p. 12-50
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Subject: | Bond markets | Euro crisis | interdependence | shift contagion | statistical identification | unconditional heteroscedasticity | Eurozone | Euro area | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | EU-Staaten | EU countries | Euro | Rentenmarkt | Bond market | Schock | Shock | Schuldenkrise | Debt crisis | Währungskrise | Currency crisis | Kointegration | Cointegration | Öffentliche Anleihe | Public bond | Internationaler Finanzmarkt | International financial market |
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