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...
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| Outros Autores: | , |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2019
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/61682 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/61682 |