Contagion in EU Sovereign Yield Spreads

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 transm...

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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Félix, Ana Catarina Ramos (author)
Format: workingPaper
Language:eng
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10400.5/7433
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/7433