Putting the "C" into crisis : contagion, correlations and copulas on EMU bond markets
Year of publication: |
2013
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Authors: | Philippas, Dionisis ; Siriopoulos, Costas |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 27.2013, p. 161-176
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Subject: | Bond markets | Contagion | Spillover effects | Correlation | Copula | Rentenmarkt | Bond market | Multivariate Verteilung | Multivariate distribution | Spillover-Effekt | Spillover effect | Korrelation | Ansteckungseffekt | Contagion effect | Eurozone | Euro area | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | EU-Staaten | EU countries | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
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