Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
- Fernández-Rodríguez, F.
- Gómez-Puig, M.
- Sosvilla-Rivero, S.
Journal:
Journal of International Financial Markets, Institutions and Money
ISSN: 1042-4431
Year of publication: 2016
Volume: 43
Pages: 126-145
Type: Article