Pereira, Inês Prates; Lagoa, Sérgio - In: Journal of Financial Economic Policy 11 (2019) 2, pp. 193-217
aims to assess the existence of contagion between the Portuguese, Greece and Irish bond markets and to explore the … government bond markets after the subprime crisis (2007 to 2013), with a special focus on the European sovereign debt crisis. It … DCC-GARCH to several crisis episodes for the analysis of contagion and flight-to-quality during the European sovereign …