sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the … this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish …

European sovereign debt crisis. In summary, empirical research has pointed toward the existence of contagion effects during …

We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt markets was due to … European debt crisis …

This paper researched on the causes, current consequences and potential implication of the European debt crisis. The … crisis was found to be a result of factors including international trade imbalances, the effects from the global crisis 2007 …-2012 and the failure in bailout approaches to cure Europe from the global financial distress. This has caused panic across the …

assets denominated in it. This is important due to the large scale use of this money by Eurozone governments to …

of European nations to control the problem, particularly in the eurozone, had grave implications for the world economy … preserve the eurozone, concern about the debt has abated as bond yields declined to near normal levels. Aggressive monetary …

conservative, issuing aggressive downgrades that destabilize the market and precipitate a crisis which otherwise would not have …

We use realised variances and co-variances based on intraday data from Eurozone sovereign bond market to measure the … dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence …-to-quality effect. Common news about the euro crisis and news about specific countries itself tend to raise the covariance of yields …