DMCA
Contagion in EU Sovereign Yield Spreads (2013)
by
António Afonso
,
Ana Catarina
,
Ramos Felix
,
António Afonso
,
Ana Catarina
,
Ramos Félix
BibTeX
@MISC{Afonso13contagionin,
author = {António Afonso and Ana Catarina and Ramos Felix and António Afonso and Ana Catarina and Ramos Félix},
title = {Contagion in EU Sovereign Yield Spreads},
year = {2013}
}
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Abstract
Since the beginning of the sovereign debt crisis in the Euro Area, a main concern for European leaders is the prevention of the possible contagion from distressed countries. In our research, we assess if there is a spillover effect from those countries and which determinants can be considered transmission mechanisms of the sovereign debt crisis.
