Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets

  1. Gómez-Puig, M.
  2. Pieterse-Bloem, M.
  3. Sosvilla-Rivero, S.
Journal:
Journal of Multinational Financial Management

ISSN: 1042-444X

Year of publication: 2023

Volume: 68

Type: Article

DOI: 10.1016/J.MULFIN.2023.100800 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus