TY  - JOUR
AU  - Gómez-Puig, Marta
AU  - Sosvilla Rivero, Simón Javier
PY  - 2016
SN  - 0264-9993
UR  - https://hdl.handle.net/20.500.14352/23601
T2  - Economic Modelling
AB  - This paper tries to contribute to the understanding of sovereign debt crises' pattern by empirically investigating the determinants of the recent euro area crisis to assess if its transmission was due to “pure” or “fundamentalsbased” contagion. Using...
LA  - eng
M2  - 133
PB  - ELSEVIER
KW  - Sovereign bond spreads
KW  - Contagion
KW  - Granger-causality
KW  - Time-varying approach
KW  - Euro area
KW  - Logit model.
TI  - Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
TY  - journal article
VL  - 56
ER  -