Flight-to-quality and contagion in the European sovereign debt crisis: The cases of Portugal and Greece
Purpose: The purpose of this paper is to analyze the co-movements between the Portuguese, Greek, Irish and German government bond markets after the subprime crisis (2007 to 2013), with a special focus on the European sovereign debt crisis. It aims to assess the existence of contagion between the Por...
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| Format: | article |
| Language: | eng |
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2022
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| Online Access: | http://hdl.handle.net/10071/26156 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/26156 |