TY  - RPRT
AU  - Gómez-Puig, Marta
AU  - Sosvilla Rivero, Simón Javier
PY  - 2014
SN  - 1696-6376
UR  - https://hdl.handle.net/20.500.14352/41634
AB  - We empirically investigate whether the transmission of the recent crisis in euro area sovereign debt markets was due to fundamentals-based or pure contagion. To do so, we examine the behaviour of EMU sovereign bond yield spreads with respect to the...
LA  - eng
A3  - Asociación Española de Economía y Finanzas Internacionales
KW  - Sovereign bond spreads
KW  - Contagion
KW  - Granger-causality
KW  - Time-varying approach
KW  - Euro area
KW  - Ordered logit model
TI  - EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
TY  - technical report
ER  -