TY  - JOUR
AU  - Gómez-Puig, Marta
AU  - Sosvilla-Rivero, Simón
PY  - 2014
DO  - 10.1016/j.iref.2014.03.003
SN  - 1059-0560.
UR  - https://hdl.handle.net/20.500.14352/34693
T2  - International Review of Economics & Finance
AB  - This paper contributes to the literature by applying the Granger-causality approach and endogenous breakpoint test to offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt behavior. A...
LA  - eng
M2  - 12
PB  - Elservier
KW  - Sovereign bond yields
KW  - Granger-Causality
KW  - Contagion
KW  - Euro area
TI  - Causality and contagion in EMU sovereign debt markets
TY  - journal article
VL  - 33
ER  -