Information transmission between stock and bond markets during the Eurozone debt crisis: evidence from industry returns
I analyze the Granger causality in distribution between sovereign bonds and industry indexes in the five European countries most affected by the debt crisis: Greece, Ireland, Italy, Portugal, and Spain. Prior research assessed the impact of the debt crisis on the financial firms, but its effect on o...
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| Format: | article |
| Language: | eng |
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2020
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| Online Access: | http://hdl.handle.net/10316/94903 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/94903 |