Gómez-Puig, Marta; Sosvilla-Rivero, Simón; Singh, … - Asociación Española de Economía y Finanzas … - 2015
government yield spreads over Germany as a measure of sovereign risk. We apply a dynamic approach to testing for Granger … causality between the two measures of risk in 10 euro area countries, allowing us to check for contagion in the form of a …