Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

  1. Fernández-Rodríguez, F.
  2. Gómez-Puig, M.
  3. Sosvilla-Rivero, S.
Revista:
Journal of International Financial Markets, Institutions and Money

ISSN: 1042-4431

Ano de publicación: 2016

Volume: 43

Páxinas: 126-145

Tipo: Artigo

DOI: 10.1016/J.INTFIN.2016.04.005 GOOGLE SCHOLAR