Time-varying contemporaneous spillovers during the European Debt Crisis
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DOI: 10.1007/s00181-018-1480-1
Abstract: This paper considers contemporaneous spillover effects between Germany and four peripheral European countries that were most affected by the European Debt Crisis, and provides evidence of bidirectional spillovers among these equity markets. We document that… read more here.
Keywords: european debt; contemporaneous spillovers; debt crisis; time ... See more keywords