Pereira, Inês Prates; Lagoa, Sérgio - In: Journal of Financial Economic Policy 11 (2019) 2, pp. 193-217
Purpose: The purpose of this paper is to analyze the co-movements between the Portuguese, Greek, Irish and German government bond markets after the subprime crisis (2007 to 2013), with a special focus on the European sovereign debt crisis. It aims to assess the existence of contagion between...