TY  - RPRT
AU  - Fernández Rodríguez, Fernando
AU  - Gómez Puig, Marta
AU  - Sosvilla Rivero, Simón Javier
PY  - 2015
UR  - https://hdl.handle.net/20.500.14352/41670
AB  - This paper measures the connectedness in EMU sovereign market volatility between April 1999 and January 2014, in order to monitor stress transmission and to identify episodes of intensive spillovers from one country to the others. To this end, we...
LA  - eng
A3  - Instituto Complutense de Estudios Internacionales ICEI
KW  - Sovereign debt crisis
KW  - Euro area
KW  - Market linkages
KW  - Vector autoregression
KW  - Variance decomposition
TI  - Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
TY  - technical report
VL  - 2015
ER  -