Realized (co)variances of eurozone sovereign yields during the crisis : the impact of news and the securities markets programme
Roel Beetsma, Frank de Jong, Massimo Giuliodori, Daniel Widijanto
| Year of publication: |
July 2017
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|---|---|
| Authors: | Beetsma, Roel ; Jong, Frank de ; Giuliodori, Massimo ; Widijanto, Daniel |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 75.2017, p. 14-31
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| Subject: | Eurozone | Securities Markets Programme (SMP) | Crisis | Sovereign debt | Realized covariances | Spillovers | Öffentliche Anleihe | Public bond | Euro area | EU-Staaten | EU countries | Schuldenkrise | Debt crisis | Börsenkurs | Share price | Rendite | Yield | Öffentliche Schulden | Public debt | Ankündigungseffekt | Announcement effect | Staatsbankrott | Sovereign default | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011788018