A time-frequency analysis of sovereign debt contagion in europe
This paper adopted a wavelet approach to investigate the financial contagion in the Eurozone debt market during various crisis-ridden periods in the zone. We used weekly 10-year bond yield data and showed that until the onset of the financial crisis of 2007/2008, bond yields were highly synchronised...
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | workingPaper |
| Language: | eng |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1822/61682 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/61682 |