Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach
Stelios Bekiros, Shawkat Hammoudeh, Rania Jammazi and Duc Khuong Nguyen
| Year of publication: |
2018
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|---|---|
| Authors: | Bekiros, Stelios ; Hammoudeh, Shawkat ; Jammazi, Rania ; Nguyen, Duc Khuong |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 47, p. 5031-5049
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| Subject: | dynamic copulas | government bonds | Sovereign debt crisis | stochastic dependence | Öffentliche Anleihe | Public bond | Schuldenkrise | Debt crisis | Multivariate Verteilung | Multivariate distribution | Eurozone | Euro area | Öffentliche Schulden | Public debt | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Rentenmarkt | Bond market | Internationaler Finanzmarkt | International financial market | EU-Staaten | EU countries | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1470313 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012061678