Spillover and risk transmission in the components of the term structure of eurozone yield curve
Zaghum Umar, Yasir Riaz and Adam Zaremba
| Year of publication: |
2021
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|---|---|
| Authors: | Umar, Zaghum ; Riaz, Yasir ; Zaremba, Adam |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 18, p. 2141-2157
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| Subject: | Connectedness analysis | yield curve | sovereign debt crisis | GIIPS | variance decompositions | Zinsstruktur | Yield curve | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Schuldenkrise | Debt crisis | Spillover-Effekt | Spillover effect | Schätzung | Estimation | VAR-Modell | VAR model | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1856322 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500985