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How did the Sovereign debt crisis affect the Euro financial integration? : a fractional cointegration approach

Vides, José Carlos; Golpe, Antonio A.; Iglesias, Jesús - In: Empirica : journal of european economics 45 (2018) 4, pp. 685-706

Persistent link: https://www.econbiz.de/10012031246

Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods

Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: The European journal of finance 23 (2017) 10/12, pp. 1025-1058

Persistent link: https://www.econbiz.de/10011741442

Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe

Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165

Persistent link: https://www.econbiz.de/10010467833

Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe

Blatt, Dominik; Candelon, Bertrand; Manner, Hans - In: Journal of banking & finance 59 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011544252

Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets

Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224

Persistent link: https://www.econbiz.de/10011949603

Euro area: towards a European common bond? : empirical evidence from the sovereign debt markets

Stoupos, Nikolaos; Kiohos, Apostolos - In: Journal of common market studies : JCMS 60 (2022) 4, pp. 1019-1046

Persistent link: https://www.econbiz.de/10013392064

Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation

Afonso, António; Arghyrou, Michael Georgiou; … - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 49-56

Persistent link: https://www.econbiz.de/10010470962

Sovereign risk premia in the Euro Area and the role of contagion

Linciano, Nadia; Giordano, Luca; Soccorso, Paola - In: Journal of financial management, markets and institutions 1 (2013) 1, pp. 85-114

Persistent link: https://www.econbiz.de/10011949545

Sovereign contagion in Europe : evidence from the CDS market

Manasse, Paolo; Zavalloni, Luca - 2013

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …

Persistent link: https://www.econbiz.de/10011731038

Comovement and disintegration of EU sovereign bond markets during the crisis

Vácha, Lukáš; Šmolík, Filip; Baxa, Jaromír - In: International review of economics & finance : IREF 64 (2019), pp. 541-556

Persistent link: https://www.econbiz.de/10012372853