Cointegration and Structural Breaks in the EU Sovereign Debt Crisis

First signs of a sovereign debt crisis spread among financial players in the late 2009 as a result of the growing private and government debt levels worldwide. Late 2010, Trichet (then President of the ECB) stated that the sovereign debt crisis in Europe had become systemic. In an established crisis...

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Bibliographic Details
Main Author: Ferreira, N. B. (author)
Other Authors: Menezes, R. (author), Bentes, S. (author)
Format: article
Language:eng
Published: 2014
Subjects:
Stock Markets Indices
Interest Rates
Structural Breaks
Cointegration
EU Sovereign Debt Crisis
Online Access:http://hdl.handle.net/10071/7501
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/7501

Internet

http://hdl.handle.net/10071/7501

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