TY  - JOUR
AU  - Gómez-Puig, Marta
AU  - Sosvilla Rivero, Simón Javier
PY  - 2013
DO  - 10.1016/j.jbankfin.2013.05.002
SN  - 0378-4266
UR  - https://hdl.handle.net/20.500.14352/34184
T2  - Journal of Banking and Finance
AB  - Our research aims to analyze the possible existence of Granger-causal relationships in the behavior of public debt issued by peripheral member countries of the European Economic and Monetary Union (EMU), with special emphasis on the recent episodes of...
LA  - eng
M2  - 4627
PB  - Elsevier
KW  - Sovereign bond yields
KW  - Granger-causality
KW  - Time-varying approach
KW  - Euro area
KW  - Peripheral EMU countries.
TI  - Granger-causality in peripheral EMU public debt markets: A dynamic approach
TY  - journal article
VL  - 37
ER  -